Long-run comovements in East Asian stock market volatility
Year of publication: |
November 2016
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Authors: | Truchis, Gilles de ; Keddad, Benjamin |
Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 0923-7992, ZDB-ID 1073291-3. - Vol. 27.2016, 5, p. 969-986
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Subject: | Volatility | Co-persistence | Fractional cointegration | East Asian stock markets | Comovement | Financial integration | Schätzung | Estimation | Volatilität | Börsenkurs | Share price | Ostasien | East Asia | Aktienmarkt | Stock market | Kointegration | Cointegration | Finanzmarkt | Financial market | Marktintegration | Market integration | Korrelation | Correlation | ARCH-Modell | ARCH model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Konferenzbeitrag ; Conference paper |
Language: | English |
Other identifiers: | 10.1007/s11079-016-9401-4 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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