Long memory and asymmetric time varying spillover effects in dry bulk freight markets
Sang-Kuck Chung and Jong-Ha Weon
| Year of publication: |
2013
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|---|---|
| Authors: | Chung, Sang-kuck ; Weon, Jong-ha |
| Published in: |
Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business. - Basingstoke : Palgrave Macmillan, ISSN 1479-2931, ZDB-ID 2108520-1. - Vol. 15.2013, 4, p. 494-522
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| Subject: | dry bulk freight markets | long memory process | asymmetries | regime-dependent spillovers | bivariate mixed normal DCC GARCH model | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Massengutschifffahrt | Dry bulk shipping | Zeitreihenanalyse | Time series analysis | Frachtrate | Freight rate | Volatilität | Volatility | Frachtschifffahrt | Cargo shipping |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010198720