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G-3 and BRICK Stock Markets: Co-integration and Its Forecasting Ability

dc.contributor.authorYoo, Sominen_US
dc.contributor.advisorKilian, Lutzen_US
dc.date.accessioned2012-06-26T15:27:51Z
dc.date.available2012-06-26T15:27:51Z
dc.date.issued2011-04en_US
dc.identifier.urihttps://hdl.handle.net/2027.42/91785
dc.language.isoen_USen_US
dc.subjectCo-integrationen_US
dc.subjectReal Time Forecastingen_US
dc.subjectOut-of-Sample Mean Squared Prediction Erroren_US
dc.subjectDirectional Accuracyen_US
dc.subjectEmerging Marketsen_US
dc.titleG-3 and BRICK Stock Markets: Co-integration and Its Forecasting Abilityen_US
dc.typeThesisen_US
dc.description.thesisdegreenameHonors (Bachelor's)en_US
dc.description.thesisdegreedisciplineEconomicsen_US
dc.description.thesisdegreegrantorUniversity of Michiganen_US
dc.contributor.affiliationumcampusAnn Arboren_US
dc.description.bitstreamurlhttp://deepblue.lib.umich.edu/bitstream/2027.42/91785/1/sominyoo.pdf
dc.owningcollnameHonors Theses (Bachelor's)


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