Estimating rational bubbles in selected Asian stock markets.

Our objective is to estimate a state-space model with the aid of the Kalman Filter for rational bubbles in selected Asian stock markets for quarterly data set.

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Bibliographic Details
Main Author:	Lau, Ee Leng.
Other Authors:	Shahidur Rahman
Format:	Theses and Dissertations
Language:	English
Published:	2008
Subjects:	DRNTU::Business::Finance::Stock exchanges
Online Access:	http://hdl.handle.net/10356/7409
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Institution:	Nanyang Technological University
Language:	English

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spelling	sg-ntu-dr.10356-74092024-01-12T10:26:58Z Estimating rational bubbles in selected Asian stock markets. Lau, Ee Leng. Shahidur Rahman Nanyang Business School DRNTU::Business::Finance::Stock exchanges Our objective is to estimate a state-space model with the aid of the Kalman Filter for rational bubbles in selected Asian stock markets for quarterly data set. Master of Business 2008-09-18T07:45:14Z 2008-09-18T07:45:14Z 2002 2002 Thesis http://hdl.handle.net/10356/7409 en Nanyang Technological University 146 p. application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
language	English
topic	DRNTU::Business::Finance::Stock exchanges
spellingShingle	DRNTU::Business::Finance::Stock exchanges Lau, Ee Leng. Estimating rational bubbles in selected Asian stock markets.
description	Our objective is to estimate a state-space model with the aid of the Kalman Filter for rational bubbles in selected Asian stock markets for quarterly data set.
author2	Shahidur Rahman
author_facet	Shahidur Rahman Lau, Ee Leng.
format	Theses and Dissertations
author	Lau, Ee Leng.
author_sort	Lau, Ee Leng.
title	Estimating rational bubbles in selected Asian stock markets.
title_short	Estimating rational bubbles in selected Asian stock markets.
title_full	Estimating rational bubbles in selected Asian stock markets.
title_fullStr	Estimating rational bubbles in selected Asian stock markets.
title_full_unstemmed	Estimating rational bubbles in selected Asian stock markets.
title_sort	estimating rational bubbles in selected asian stock markets.
publishDate	2008
url	http://hdl.handle.net/10356/7409
_version_	1789483136580583424

Estimating rational bubbles in selected Asian stock markets.

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