Euro conversion and return dynamics of European financial markets : a frequency domain approach
Year of publication: |
2014
|
---|---|
Authors: | Grossmann, Axel ; Giudici, Emiliano ; Simpson, Marc W. |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 38.2014, 1, p. 1-26
|
Subject: | Euro-Introduction | Return Dynamics | Correlation | Time-Varying | Frequency Domain | Korrelation | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Volatilität | Volatility | Eurozone | Euro area | Zeitreihenanalyse | Time series analysis | EU-Staaten | EU countries | Euro | ARCH-Modell | ARCH model |
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