Nonlinear error correction and the efficient market hypothesis: The case of German dual-class shares
Year of publication: |
1999
|
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Authors: | Breitung, Jörg ; Wulff, Christian |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Series: | SFB 373 Discussion Paper ; 1999,67 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 722393660 [GVK] hdl:10419/61695 [Handle] RePEc:zbw:sfb373:199967 [RePEc] |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: |
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