Conditional autocorrelation and stock market integration in the Asia-Pacific
Year of publication: |
2008
|
---|---|
Authors: | Kim, Suk-Joong ; McKenzie, Michael D. |
Published in: |
Asia-Pacific financial markets : integration, innovation and challenges. - Amsterdam [u.a.] : Elsevier JAI, ISBN 0-7623-1471-0. - 2008, p. 63-94
|
Subject: | Aktienmarkt | Stock market | Marktintegration | Market integration | Asiatisch-pazifischer Raum | Asia-Pacific region | Autokorrelation | Autocorrelation |
-
Asia-Pacific stock market integration : new evidence by incorporating regime changes
Kim, Sei-Wan, (2015)
-
Asia-Pacific financial markets : integration, innovation and challenges
Kim, Suk-Joong, (2007)
-
Choe, Kwang-il, (2011)
- More ...
-
Evidence of an asymmetry in the relationship between volatility and autocorrelation
McKenzie, Michael D., (2007)
-
Introduction to Asia-Pacific financial markets : integration, innovation and challenges
Kim, Suk-Joong, (2008)
-
Asia-Pacific financial markets : integration, innovation and challenges
Kim, Suk-Joong, (2007)
- More ...