A time varying parameter model to test for predictability and integration in stock markets of transition economies
Michae͏̈l Rockinger ; Giovanni Urga
| Year of publication: |
1998
|
|---|---|
| Authors: | Rockinger, Michael ; Urga, Giovanni |
| Institutions: | Chambre de commerce et d'industrie de Paris (contributor) |
| Publisher: |
Paris [u.a.] : Chambre de Commerce et d'Industrie de Paris |
| Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Schätzung | Estimation | Osteuropa | Eastern Europe | 1994-1997 |
| Extent: | 24, [16] S. graph. Darst |
|---|---|
| Series: | Les cahiers de recherche / HEC Paris. - Jouy-en-Josas, ZDB-ID 2394841-3. - Vol. 635 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| ISBN: | 2-85418-635-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000986989