Asymmetric effects of US stock returns on European equities
Year of publication: |
2012
|
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Authors: | Wahab, Mamoud S. |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 21.2012, 1, p. 156-172
|
Subject: | Asymmetry | multivariate | MGARCH | conditional | Schätzung | Estimation | Kapitaleinkommen | Capital income | EU-Staaten | EU countries | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | USA | United States | Börsenkurs | Share price |
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