Investigating the dynamics of CEE stock index returns with a Bayesian TAR model
Year of publication: |
2012
|
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Authors: | Acatrinei, Marius |
Published in: |
Financial and macroeconomic dynamics in Central and Eastern Europe : a Bayesian approach. - New York, NY : Nova Science Publ., ISBN 978-1-62081-245-7. - 2012, p. 75-95
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Subject: | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Bayes-Statistik | Bayesian inference | Osteuropa | Eastern Europe | Schätzung | Estimation | Autokorrelation | Autocorrelation | Volatilität | Volatility |
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