Evolving Market Efficiency with an Application to Some Bulgarian Shares
Year of publication: |
1997
|
---|---|
Authors: | Emerson, Rebecca ; Hall, Stephen ; Zalewska-Mitura, Anna |
Published in: |
Economic Change and Restructuring. - Springer, ISSN 1573-9414. - Vol. 30.1997, 2, p. 75-90
|
Publisher: |
Springer |
Subject: | efficient market hypothesis | generalised auto-regressive conditional heteroskedastic (GARCH) errors | infant markets | multi-factor model | time-varying coefficients |
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