Estimating rational bubbles in selected Asian stock markets.

Our objective is to estimate a state-space model with the aid of the Kalman Filter for rational bubbles in selected Asian stock markets for quarterly data set.

Detalles Bibliográficos
Autor principal: Lau, Ee Leng.
Otros Autores: Shahidur Rahman
Formato: Tesis
Lenguaje:English
Publicado: 2008
Materias:
Acceso en línea:http://hdl.handle.net/10356/7409