Stock Market Networks: the Dynamic Conditional Correlation Approach
Siete tvorené akciovými trhmi. Dynamické podmienené korelácie (dynamic conditional correlations - DCC). KĹzavé korelácie. Kostra grafu. Dáta a metodológia. Ekonomická relevancia MSTs-DCC. Dynamika MSTs-DCC. Výsledky a diskusia.
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| Format: | Book Chapter |
| Language: | English |
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