Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets
Skúmanie prenosu volatility a tvorby portfólia medzi troma baltickými akciovými indexami v rôznych časových horizontoch. Porovnanie volatility medzi pobaltskými akciovými trhmi a nemeckým akciovým trhom, ktorý poskytuje širší pohľad na možné investičné stratégie na zníženie rizika. Model EGARCH a je...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Weitere Verfasser: | , |
| Format: | Buchkapitel |
| Sprache: | Englisch |
| Schlagworte: | |
| Tags: |
Keine Tags, Fügen Sie das erste Tag hinzu!
|
Ähnliche Einträge: Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets
- Volatility and correlations in stock markets: the case of US S&P 500, Japan Nikkei 225 and DAX indices
- The Relationship Between the Volatility of the Broader Stock Market and the Technology Sector dizertačná práca
- Volatility and dynamic conditional correlations of European emerging stock markets
- <The> day-of-the-week effect on stock-market volatility and return: evidence from emerging markets
- Volatility Regimes of Selected Central European Stock Returns: A Markov Switching Garch Approach
- What Multiscale Approach Can Tell About the Nexus Between Exchange Rate and Stocks in the Major Emerging Markets?