A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies

Michael Rockinger () and Giovanni Urga

Journal of Business & Economic Statistics, 2001, vol. 19, issue 1, 73-84

Date: 2001
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Working Paper: A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies (2000)
Working Paper: A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies (1998)
Working Paper: A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies (1998)
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