Now showing items 1-1 of 1

    • On the performance of West's bubble test: a simulation approach 

      Yuksel, A.; Akdeniz, L.; Altay-Salih, A. (Elsevier, 2010-12-01)
      In this research we examine the ability of West’s bubble test [1] in detecting speculative bubbles using Brock’s (1982) [2] intertemporal general equilibrium model of asset pricing as the basis for a simulation study. ...