ASSET PRICE VOLATILITY, BUBBLES, AND PROCESS SWITCHING

[11] GEWEKE J, 1980, 8024 U WISC SOC SCI

[12] GROSSMAN SJ, 1981, AM ECON REV, V71, P222

[13] THE OBSERVABLE IMPLICATIONS OF SELF-FULFILLING EXPECTATIONS [J]. JOURNAL OF MONETARY ECONOMICS, 1985, 16 (03) : 353 - 373

[14] GENERALIZED INSTRUMENTAL VARIABLES ESTIMATION OF NON-LINEAR RATIONAL-EXPECTATIONS MODELS [J]. ECONOMETRICA, 1982, 50 (05) : 1269 - 1286

[15] BIAS IN SMALL SAMPLE TESTS OF STOCK-PRICE RATIONALITY [J]. JOURNAL OF BUSINESS, 1986, 59 (02) : 237 - 261

[16] KLEIDON AW, UNPUB J POLITICAL EC

[17] LEROY SF, 1984, AM ECON REV, V74, P183

[18] THE PRESENT-VALUE RELATION - TESTS BASED ON IMPLIED VARIANCE BOUNDS [J]. ECONOMETRICA, 1981, 49 (03) : 555 - 574

[19] AN UNBIASED REEXAMINATION OF STOCK-MARKET VOLATILITY [J]. JOURNAL OF FINANCE, 1985, 40 (03) : 677 - 687

[20] MARSH TA, 1986, AM ECON REV, V76, P483

[11] GEWEKE J, 1980, 8024 U WISC SOC SCI

[12] GROSSMAN SJ, 1981, AM ECON REV, V71, P222

[13] THE OBSERVABLE IMPLICATIONS OF SELF-FULFILLING EXPECTATIONS [J]. JOURNAL OF MONETARY ECONOMICS, 1985, 16 (03) : 353 - 373

[14] GENERALIZED INSTRUMENTAL VARIABLES ESTIMATION OF NON-LINEAR RATIONAL-EXPECTATIONS MODELS [J]. ECONOMETRICA, 1982, 50 (05) : 1269 - 1286

[15] BIAS IN SMALL SAMPLE TESTS OF STOCK-PRICE RATIONALITY [J]. JOURNAL OF BUSINESS, 1986, 59 (02) : 237 - 261

[16] KLEIDON AW, UNPUB J POLITICAL EC

[17] LEROY SF, 1984, AM ECON REV, V74, P183

[18] THE PRESENT-VALUE RELATION - TESTS BASED ON IMPLIED VARIANCE BOUNDS [J]. ECONOMETRICA, 1981, 49 (03) : 555 - 574

[19] AN UNBIASED REEXAMINATION OF STOCK-MARKET VOLATILITY [J]. JOURNAL OF FINANCE, 1985, 40 (03) : 677 - 687

[20] MARSH TA, 1986, AM ECON REV, V76, P483