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.
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| Formato: | Tesis |
| Lenguaje: | English |
| Publicado: |
2008
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| Acceso en línea: | http://hdl.handle.net/10356/7409 |