Integration Of The Selected See Equity Markets: Cointegration Approach
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References listed on IDEAS
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"Co-integration and error correction: Representation, estimation, and testing,"
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More about this item
Keywordscointegration; error correction model; equity markets; SEE;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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