Correlation dynamics in European equity markets
Year of publication: |
2006
|
---|---|
Authors: | Kearney, Colm ; Potì, Valerio |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 20.2006, 3, p. 305-321
|
Subject: | Korrelation | Correlation | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Deutschland | Germany | Frankreich | France | Italien | Italy | Niederlande | Netherlands | Spanien | Spain | 1993-2002 |
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