Similarity of Emerging Market Returns under Changing Market Conditions: Markets in the ASEAN-4, Latin America, Middle East and BRICs
Rozpätie výnosových rizík v 18 rozvíjajúcich sa akciových trhoch. Rozpätie závislé od volatility a časovo odlišných koreláciíodhadnutých štandardnými a asymetrickými DCC modelmi.
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| Langue: | anglais |
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