Shift Contagion with Endogenously Detected Volatility Breaks: The Case of CEE Stock Markets
Použitie údajov z búrz cenných papierov z troch stredoeurópskych a východoeurópskych (CEE) krajín a dvoch vyspelých krajín na prezentovanie metodológie validity existencie nákazy medzi týmito finančnými trhmi. Popis dát a metodológia. Empirické výsledky. Závery.
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