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Increasing convergence among European stock markets?: A recursive common stochastic trends analysis - MaRDI portal

Increasing convergence among European stock markets?: A recursive common stochastic trends analysis (Q5941246)

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scientific article; zbMATH DE number 1635411
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Increasing convergence among European stock markets?: A recursive common stochastic trends analysis
scientific article; zbMATH DE number 1635411

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    Increasing convergence among European stock markets?: A recursive common stochastic trends analysis (English)
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    20 August 2001
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    stock market integration
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    common trends
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    recursive estimations
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