Correlations in returns and volatilities in Pacific-Rim stock markets
Year of publication: |
2000
|
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Authors: | Tay, Nicholas S. P. ; Zhu, Zhen |
Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 0923-7992, ZDB-ID 1073291-3. - Vol. 11.2000, 1, p. 27-47
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARCH-Modell | ARCH model | VAR-Modell | VAR model | Aktienmarkt | Stock market | Asiatisch-pazifischer Raum | Asia-Pacific region | 1985-1992 |
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