Correlations and turbulence of the European markets
Laurentiu Dumitru Andrei, Petre Brezeanu, Sorin-Marius Dinu, Tiberiu Diaconescu, Constantin Anghelache
| Year of publication: |
2019
|
|---|---|
| Authors: | Andrei, Laurentiu Dumitru ; Brezeanu, Petre ; Dinu, Sorin-Marius ; Diaconescu, Tiberiu ; Anghelache, Constantin |
| Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 22.2019, 1, p. 88-100
|
| Subject: | turbulence | dynamic correlations | MIDAS regression | Korrelation | Correlation | EU-Staaten | EU countries | Volatilität | Volatility | Regressionsanalyse | Regression analysis |
freely available
| 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/10012022003