Dynamic efficiency in the east European emerging markets

DOI10.1007/s10690-006-9017-6zbMath1134.91467OpenAlexW2067066589MaRDI QIDQ862569

Junji Shimada, Yoshihiko Tsukuda, Tatsuyoshi Miyakoshi

Publication date: 24 January 2007

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-006-9017-6

zbMATH Keywords

Kalman filterdynamic efficiencyEast European emerging marketstime varying parameter

Mathematics Subject Classification ID

Related Items (1)

Dynamic efficiency in the east European emerging markets

Cites Work

• Dynamic efficiency in the east European emerging markets
• Recursive solution methods for dynamic linear rational expectations models
• A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
• Unnamed Item

This page was built for publication: Dynamic efficiency in the east European emerging markets