Speculative bubbles with stochastic explosive roots: The failure of unit root testing

Wojciech Charemza () and Derek F. Deadman

Journal of Empirical Finance, 1995, vol. 2, issue 2, pages 153-163

Date: 1995
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Journal of Empirical Finance is edited by R. T. Baillie, G. Bekaert, W. Ferson, F. C. Palm, Th. J. Vermaelen and C. C. P. Wolff

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