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- W2729039692 abstract "In this paper, we employ a special methodological technique toexamine the presence/absence of the phenomenon of stock marketbubbles in the Czech Republic. The methodology is based on theexamining of residuals of VAR fundamentals with exclusion ofARCH effects. The presence/absence of bubbles is studied byHurst persistence tests and regime switching tests. Although weobserved the bubbles presence over various time periods, almostno evidence of speculative bubbles was found in the Czech stockmarket." @default.
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- W2729039692 date "2012-01-01" @default.
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- W2729039692 title "Stock Market Bubbles Investigation in the Czech Republic" @default.
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