Non-syncronous trading and testing for market integration in Central European emerging markets
Peter C. Schotman, Anna Zalewska
| Year of publication: |
2006
|
|---|---|
| Authors: | Schotman, Peter C. ; Zalewska-Mitura, Anna |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 13.2006, 4/5, p. 462-494
|
| Subject: | Marktintegration | Market integration | Aktienmarkt | Stock market | Zeit | Time | Volatilität | Volatility | Schätzung | Estimation | Polen | Poland | Ungarn | Hungary | Tschechien | Czech Republic | Effizienzmarkthypothese | Efficient market hypothesis | Zustandsraummodell | State space model | 1994-2004 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003370858