A time varying parameter model to test for predictability and integration in stock markets of transition economies
Year of publication: |
1998
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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 |
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