Dynamic Efficiency in the East European Emerging Markets
Year of publication: |
2005
|
---|---|
Authors: | Tsukuda, Yoshihiko ; Miyakoshi, Tatsuyoshi ; Shimada, Junji |
Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 12.2005, 2, p. 159-179
|
Publisher: |
Springer |
Subject: | dynamic efficiency | East European emerging markets | time varying parameter | K1alman filter |
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