Analysis of Stock Market Linkages Evidence from the Selected CEE Markets
Burzy v ČR (PX), Maďarsku (BUX) a Poľsku (WIG 20), a vzájomné porovnanie ich vývoja s nemeckým DAX. Modely dynamickej podmienenej korelácie (DCC) a analýzy prechodu. Dáta za jan 1997 - nov 2013. Model GJR pre odhad návratnosti akcií a model LSTR pre zachytenie vývoja graduálneho prechodu k väčšej sp...
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| Language: | English |
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