Transition equity markets of Central Europe : volatility, predictability, integration
The objective of this thesis is to add evidence from the transition equity markets of Central Europe to the econometric modelling of financial time series by addressing the issues of volatility, predictability and international asset pricing in these markets. In Chapter Two we start from an overview...
Main Author: | |
---|---|
Published: |
City University London
2000
|
Subjects: | |
Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.340017 |