Testing for periodically collapsing bubbles in the stock markets：Evidence from the US, Germany and Japan
碩士 === 中原大學 === 國際貿易研究所 === 101 === This study tests for the presence of Evans' (1991) periodically collapsing bubbles of three international stock indexes, including S&P 500, DAX 30 and Nikkei 500, applying methods of the momentum threshold autoregressive model (MTAR) and the MTAR model a...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/41890972171847459028 |