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...

Full description

Bibliographic Details
Main Author: Kasch-Haroutounian, Maria
Published: City University London 2000
Subjects:
330
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.340017