Department of Economics and Business Economics

Testing for a rational bubble under long memory

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Testing for a rational bubble under long memory. / Frömmel, Michael; Kruse, Robinson.

In: Quantitative Finance, Vol. 12, No. 11, 2012, p. 1723-1732.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Frömmel, M & Kruse, R 2012, 'Testing for a rational bubble under long memory', Quantitative Finance, vol. 12, no. 11, pp. 1723-1732. https://doi.org/10.1080/14697688.2011.578151

APA

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MLA

Vancouver

Author

Frömmel, Michael ; Kruse, Robinson. / Testing for a rational bubble under long memory. In: Quantitative Finance. 2012 ; Vol. 12, No. 11. pp. 1723-1732.

Bibtex

@article{c970543690184b4287f41f71e7e0a95d,
title = "Testing for a rational bubble under long memory",
author = "Michael Fr{\"o}mmel and Robinson Kruse",
year = "2012",
doi = "10.1080/14697688.2011.578151",
language = "English",
volume = "12",
pages = "1723--1732",
journal = "Quantitative Finance",
issn = "1469-7688",
publisher = "Routledge",
number = "11",

}

RIS

TY - JOUR

T1 - Testing for a rational bubble under long memory

AU - Frömmel, Michael

AU - Kruse, Robinson

PY - 2012

Y1 - 2012

U2 - 10.1080/14697688.2011.578151

DO - 10.1080/14697688.2011.578151

M3 - Journal article

VL - 12

SP - 1723

EP - 1732

JO - Quantitative Finance

JF - Quantitative Finance

SN - 1469-7688

IS - 11

ER -