Asymmetric and threshold effects on comovements among Germanic cross-listed equities
Athanasios Koulakiotis; Nikos Kartalis; Katerina Lyroudi; Nicholas Papasyriopoulos
| Year of publication: |
2012
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|---|---|
| Authors: | Koulakiotis, Athanasios ; Kartalis, Nikos D. ; Lyroudi, Katerina ; Papasyriopoulos, Nicholas |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 24.2012, p. 327-342
|
| Subject: | Asymmetry | Thresholds | GARCH model | Futures contracts | Comovements | Schätzung | Estimation | ARCH-Modell | ARCH model | Deutschland | Germany | Börsenkurs | Share price | Volatilität | Volatility | Aktienmarkt | Stock market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009690150