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- W2369900295 abstract "The existence of rational bubble in Chinese stock market is generally accepted. But in reality,the certainty bubble,continuous regeneration bubble and intrinsic bubble do not exist,with no related model on the studying the exogenous,so it is necessary to test the periodic explosive bubble.The nonlinear MTAR model is used to study the existence of periodic explosive bubble in shanghai stock market,research results show that bubble existed during January 1991 to December 1996,then it disappeared during January 1997 to December 2004 and appeared again during January 2005 to December 2009,so the existence of periodic explosive bubble in shanghai stock market is confirmed." @default.
- W2369900295 created "2016-06-24" @default.
- W2369900295 creator A5035370441 @default.
- W2369900295 date "2011-01-01" @default.
- W2369900295 modified "2023-09-23" @default.
- W2369900295 title "Testing for Periodic Explosion Bubble of Shanghai Stock Market Based on MTAR Model" @default.
- W2369900295 hasPublicationYear "2011" @default.
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