Cointegration and extreme value analyses of Bovespa and Istanbul Stock Exchange
Year of publication: |
2012
|
---|---|
Authors: | Onay, Ceylan ; Ünal, Gözde |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 62.2012, 1, p. 66-91
|
Subject: | Aktienmarkt | Stock market | Börsenkurs | Share price | Kointegration | Cointegration | Ausreißer | Outliers | Brasilien | Brazil | Türkei | Turkey | 1996-2009 |
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