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:
Online Access:http://hdl.handle.net/10356/7409
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Institution: Nanyang Technological University
Language: English
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