Networks of Volatility Spillovers among Stock Markets

Sieťová analýza 40 rozvinutých, rozvíjajúcich sa zahraničných akciových trhov v období rokov 2006 - 2014. Popis a modelovanie prelievania volatility počas globálnej finančnej krízy aj v pokojných obdobiach.

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Bibliographische Detailangaben
1. Verfasser:	Baumöhl, Eduard, 1982-
Weitere Verfasser:	Kočenda, Evžen, Lyócsa, Štefan, 1982-, Výrost, Tomáš, 1978-
Format:	Buchkapitel
Sprache:	Englisch
Schlagworte:	volatilita spillover trh akciový kríza finančná analýza regresná analýza sieťová
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