Volatility and Dynamic Conditional Correlations of Worldwide Emerging and Frontier Markets
Vzťah ukazovateľov v 32 krajinách, porovnaný s MSCI akciovým indexom 2000-2012.
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Weitere Verfasser: | |
| Format: | Buchkapitel |
| Sprache: | Englisch |
| Schlagworte: | |
| Tags: |
Keine Tags, Fügen Sie das erste Tag hinzu!
|
Ähnliche Einträge: Volatility and Dynamic Conditional Correlations of Worldwide Emerging and Frontier Markets
- Volatility and dynamic conditional correlations of European emerging stock markets
- Conditional correlation and conditional volatility
- <To> What extent are stock returns driven by mean and volatility spillover effects?-evidence from eight european stock markets
- Stock Market Networks: the Dynamic Conditional Correlation Approach
- Stock returns and real activity: the dynamic conditional lagged correlation approach
- Determinanty integrácie akciových trhov krajín V4