Dynamic correlations and domestic-global diversification
Leon Li
| Year of publication: |
January 2017
|
|---|---|
| Authors: | Li, Leon |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 39.2017, part A, p. 280-290
|
| Subject: | Volatility | Correlation clustering | Market integration | Markov switching | Korrelation | Correlation | Volatilität | Markov-Kette | Markov chain | Marktintegration | ARCH-Modell | ARCH model | Diversifikation | Diversification | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2016.08.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011876476