The Baltic countries sectoral share price indexes VAR model
According to the same modern Baltic countries economical and political integration, united OMX Baltic security market created.The main purpose of this article is to forecast her sectoral share price indexes according to their interdependent relationship during 2000-2010 year.Time series models, lin...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2011-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/LMR/article/view/15453 |