Financial co-movement and correlation : evidence from 33 international stock market indices
Year of publication: |
2008
|
---|---|
Authors: | Evans, Twm ; McMillan, David G. |
Published in: |
International journal of banking, accounting and finance. - Genève : Inderscience Enterprises Ltd., ISSN 1755-3830, ZDB-ID 2458820-9. - Vol. 1.2008, 3, p. 215-241
|
Subject: | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Volatilität | Volatility | Marktintegration | Market integration | Schwellenländer | Emerging economies | Industrieländer | Industrialized countries | 1994-2005 |
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