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Stochastic unit roots or deterministic breaks: An empirical investigation of world-wide share price indices

Makarova, S; Charemza, W; (2003) Stochastic unit roots or deterministic breaks: An empirical investigation of world-wide share price indices. In: (Proceedings) 58th Econometric Society European Meeting. : Stockholm.

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Type: Proceedings paper
Title: Stochastic unit roots or deterministic breaks: An empirical investigation of world-wide share price indices
Event: 58th Econometric Society European Meeting
Location: Stockholm
Dates: 2003-08-20
URI: http://discovery.ucl.ac.uk/id/eprint/1325969
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