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A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies

✍ Scribed by Michael Rockinger and Giovanni Urga

Book ID: 121280352
Publisher: American Statistical Association
Year: 2001
Tongue: English
Weight: 493 KB
Volume: 19
Category: Article
ISSN: 0735-0015
DOI: 10.2307/1392543

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