A time varying parameter model to test for predictability and integration in stock markets of transition economies:
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Bibliographic Details
Main Authors: Rockinger, Michael (Author), Urga, Giovanni (Author)
Format: Book
Language:English
Published: London CEPR 2000
Series:Centre for Economic Policy Research <London>: Discussion paper series 2346 : Financial economics and transition economics
Subjects:
Physical Description:30 S. graph. Darst.