Al-Anaswah, N., & Wilfling, B. (2011). Identification of Speculative Bubbles Using Statespace Models with Markov-switching. Journal of Banking and Finance, 35(2), 1073–1086.
Anderson, K.,Brooks, C., & Katsaris, A.) 2010). Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector? Journal of Empirical Finance, 17(1), 345–361.
Asako, K., & Liu, Z. (2013). A Statistical Model of Speculative Bubbles, With Applications to the Stock Markets of the United States, Japan, and China. Journal of Banking & Finance, 37(1), 2639–2651.
Cerqueti, R., & Constantini, M. (2011). Testing for Rational Bubbles in the Presence ofStructural Breaks: Evidence from Nonstationary Panels. Journal of Banking andFinance, 35(1), 2598–2605.
Diggle, P. J., & Zeger, S. L. (1989). A Non-Gaussian Model for Time Series with Pulses. Journal of American Statistical Association, 84(1), 354–359.
Gurkaynak, R. S. (2008). Econometric Tests of Asset Price Bubbles: Taking Stock.Journal of Economic Surveys, 22(1), 166–186.
Gutierrez, L. (2011). Bootstrapping Asset Price Bubbles. Economic Modelling, 28(2),2488–2493.
Harrison, P.J., & Stevens, C.F. (1971). A Bayesian Approach to Short-term Forecasting. Operational Research Quarterly, 22(2), 341–362.
Phillips, P. C. B., Wu, Y., & Yu, J. (2011). Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? International Economic Review, 52(2), 201–226.
Phillips, P.C.B., & Yu, J. (2011). Dating the Timeline of Financial Bubbles During theSubprime Crises. Quantitative Economics, 2(1), 455–491.
Sabzehyee, F., & Abbasloo, M. (2016). Surveying the Existence of Bubble in the Price of Stock of 50 Active Corporates in Stock Exchange During 1387-1388. Donya-e-Eqtesad, 3916(1), 18-19. (In Persian).
Sollis, R. (2006). Testing for Bubbles: An Application of Tests for Change in Persistence. Applied Financial Economics, 16(1), 491–498.
West, K. D. (1987). A Specification Test for Speculative Bubbles. Quarterly Journal ofEconomics, 102(2), 553–580.