
Is There a Stochastic Non-fundamental Trend in Korean Stock Price?: Inference under Transformed Error Correction Model
Author(s) -
Yun-Yeong Kim
Publication year - 2013
Publication title -
han'gug gae'bal yeon'gu/han-gug gaebal yeon-gu
Language(s) - English
Resource type - Journals
eISSN - 1976-6904
pISSN - 1738-656X
DOI - 10.23895/kdijep.2013.35.2.107
Subject(s) - inference , econometrics , stock price , error correction model , stock (firearms) , computer science , mathematics , artificial intelligence , cointegration , biology , series (stratigraphy) , geography , paleontology , archaeology