Dynamic efficiency in the east European emerging markets

DOI10.1007/S10690-006-9017-6zbMATH Open1134.91467OpenAlexW2067066589MaRDI QIDQ862569FDOQ862569

Authors: Yoshihiko Tsukuda, Tatsuyoshi Miyakoshi, Junji Shimada 

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

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• scientific article; zbMATH DE number 2135749

zbMATH Keywords

Kalman filterdynamic efficiencyEast European emerging marketstime varying parameter

Mathematics Subject Classification ID

Economic growth models (91B62)

Cites Work

• Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
• Title not available (Why is that?)
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
• Dynamic efficiency in the east European emerging markets
• Recursive solution methods for dynamic linear rational expectations models

Cited In (3)

• Cross-countries capital markets development analysis in framework of dynamic panel models
• Dynamic efficiency in the east European emerging markets
• Market efficiency of the post communist East European stock markets

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