Globalization and emerging stock market integration : evidence from a FIVECEM-MGARCH model
Year of publication: |
July-December 2015
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Authors: | Chen, Heng ; Lobo, Bento J. ; Wong, Wing Keung |
Published in: |
Global review of business and economic research. - New Delhi : Serials Publ., ISSN 0973-127X, ZDB-ID 2402714-5. - Vol. 11.2015, 2, p. 153-171
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Subject: | Globalization | Stock markets | Fractionally Integrated Vector Error Correction Model | Multivariate GARCH | Kointegration | Cointegration | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Globalisierung | Marktintegration | Market integration | Schwellenländer | Emerging economies | Internationaler Finanzmarkt | International financial market | Multivariate Analyse | Multivariate analysis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Welt | World |
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