European stock market comovement dynamics during some major financial market turmoils in the period 1997 to 2010 : a comparative DCC-GARCH and wavelet correlation analysis
Year of publication: |
2012
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Authors: | Dajcman, Silvio ; Festić, Mejra ; Kavkler, Alenka |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 19.2012, 13/15, p. 1249-1256
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Subject: | Korrelation | Correlation | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Börsenkurs | Share price | EU-Staaten | EU countries | Internationaler Finanzmarkt | International financial market | Zustandsraummodell | State space model | Vergleich | Comparison | Schätzung | Estimation |
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