A time-varying parameter model to test for predictability and integration in the stock markets of transition economies
Michael Rockinger; Giovanni Urga
| Year of publication: |
2000
|
|---|---|
| Authors: | Rockinger, Michael ; Urga, Giovanni |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 19.2001, 1, p. 73-84
|
| Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Schätzung | Estimation | Osteuropa | Eastern Europe | 1994-1997 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of business & economic statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001543452