Can we still benefit from international diversification? : the case of the Czech and German stock markets
Krenar Avdulaj; Jozef Barunik
| Year of publication: |
2013
|
|---|---|
| Authors: | Avdulaj, Krenar ; Barunik, Jozef |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 63.2013, 5, p. 425-442
|
| Subject: | portfolio diversification | dynamic correlations | high-frequency data | time-varying copulas | Deutschland | Germany | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Tschechien | Czech Republic | Aktienmarkt | Stock market | Korrelation | Correlation | Internationaler Finanzmarkt | International financial market | Schätzung | Estimation | Börsenkurs | Share price | Multivariate Verteilung | Multivariate distribution | Volatilität | Volatility |
| 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/10010244836