Dependence between Croatian and European stock markets : a copula GARCH approach
Year of publication: |
2013
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Authors: | Dajčman, Silvo |
Published in: |
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu. - Rijeka, ISSN 1331-8004, ZDB-ID 1283037-9. - Vol. 31.2013, 2, p. 209-232
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Subject: | stock market | dependence | copula GARCH | Aktienmarkt | Stock market | Multivariate Verteilung | Multivariate distribution | ARCH-Modell | ARCH model | Kroatien | Croatia | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
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