An analysis of conditional dependencies of covariance matrices for economic processes in selected EU countries
Year of publication: |
2016
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Authors: | Janiga-Ćmiel, Anna ; Głoćko, Wojciech |
Published in: |
Folia oeconomica Stetinensia : FOS. - Szczecin : Wydawn. Naukowe Uniw. Szczecińskiego, ISSN 1730-4237, ZDB-ID 2672877-1. - Vol. 16.2016, 2, p. 119-134
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Subject: | GARCH model | contagion effect | economic development | Entwicklungsländer | Developing countries | Korrelation | Correlation | EU-Staaten | EU countries | Theorie | Theory | ARCH-Modell | ARCH model | Ansteckungseffekt | Contagion effect |
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