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.
Main Author: | |
---|---|
Other Authors: | |
Format: | Thesis |
Language: | English |
Published: |
2008
|
Subjects: | |
Online Access: | http://hdl.handle.net/10356/7409 |