Different Approaches to Stock Market Linkages Evidence from CEE-3 Countries
Kointegračná metóda Engle-Granger. Grangerova kauzalita. Medzitrhové korelačné koeficienty. Dynamický podmienený korelačný (DCC) model a logistický model hladkého prechodu (LSTR).
Saved in:
| Main Author: | |
|---|---|
| Format: | Book Chapter |
| Language: | English |
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|