Dynamic correlation analysis in the ASEAN equity markets during 2009-2018
Vesarach Aumeboonsuke
| Year of publication: |
2019
|
|---|---|
| Authors: | Aumeboonsuke, Vesarach |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 16.2019, 2, p. 249-259
|
| Subject: | ASEAN | DCC-GARCH | dynamic correlation | equity markets | Korrelation | Correlation | Aktienmarkt | Stock market | ASEAN-Staaten | ASEAN countries | ARCH-Modell | ARCH model | Schätzung | Estimation | Volatilität | Volatility | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in ukrainischer Sprache |
| Other identifiers: | 10.21511/imfi.16(2).2019.21 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012122261