A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach

B-Tier

Journal: Journal of Banking & Finance

Year: 2005

Volume: 29

Issue: 10

Pages: 2633-2654

Authors (3)

Cunado, J. (not in RePEc) Gil-Alana, L.A. (Universidad de Navarra) de Gracia, F. Perez (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count