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

Economic growth models (91B62)

Related Items

Dynamic efficiency in the east European emerging markets

Cites Work

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