A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies.
| Year of publication: |
2001
|
|---|---|
| Authors: | Rockinger, Michael ; Urga, Giovanni |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 19.2001, 1, p. 73-84
|
| Publisher: |
American Statistical Association |