Assessing pre-crisis fundamentals in selected asian stock markets

Singapore Economic Review

Volumn 50, Issue 2, 2005, Pages 175-196

  Lau, E E Leng ^a   Tan, G K Randolph ^a   Rahman, Shahidur ^a  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

Financial market; Kalmon Filter; Rational bubble; Volatility

Indexed keywords

ESTIMATION METHOD; FINANCIAL MARKET; KALMAN FILTER; NUMERICAL MODEL; PRICE DYNAMICS; STOCK MARKET;

ASIA; EURASIA; FAR EAST; KOREA; MALAYSIA; SINGAPORE [SOUTHEAST ASIA]; SOUTHEAST ASIA; TAIWAN;

EID: 33749502820     PISSN: 02175908     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0217590805001962     Document Type: Article

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