Volatility and dynamic conditional correlations of European emerging stock markets
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
Munich
2013
|
| Series: | MPRA Paper
No. 49898 |
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
Similar Items: Volatility and dynamic conditional correlations of European emerging stock markets
- Volatility and Dynamic Conditional Correlations of Worldwide Emerging and Frontier Markets
- Conditional correlation and conditional volatility
- Stock Market Networks: the Dynamic Conditional Correlation Approach
- Stock returns and real activity: the dynamic conditional lagged correlation approach
- Networks of Volatility Spillovers among Stock Markets
- Breaks in dynamic conditional correlations of CEE-3 stock market indices