A time varying parameter model to test for predictability and integration in stock markets of transition economies
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 |
-
Rockinger, Michael, (1998)
-
Rockinger, Michael, (2000)
-
Rockinger, Michael, (2000)
- More ...
-
Information content of Russian stock indices
Rockinger, Michael, (1997)
-
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel, (1994)
-
A la recherche des facteurs de croissance : une comparaison Somalie - Taiwan - USA
Rockinger, Michael, (1994)
- More ...