A time varying parameter model to test for predictability and integration in stock markets of transition economies
Michael Rockinger and Giovanni Urga
| Year of publication: |
1998
|
|---|---|
| Authors: | Rockinger, Michael ; Urga, Giovanni |
| Publisher: |
London : Centre for Economic Forecasting |
| Subject: | Aktienmarkt | Stock market | Osteuropa | Eastern Europe | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Schätzung | Estimation |
| Extent: | 24 S graph. Darst |
|---|---|
| Series: | Discussion paper / Centre for Economic Forecasting. - London, ISSN 0969-6598, ZDB-ID 2254286-3. - Vol. 09-98 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000652712