Measuring co-movement in the time frequency space among African stock markets
Year of publication: |
August 2015
|
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Authors: | Setlhare, Lekgatlhamang Lexi ; Kouassi, Eugène |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 14.2015, 8, p. 785-796
|
Subject: | Co-movement | African stock market indexes | Wavelet analysis | Afrika | Africa | Aktienmarkt | Stock market | Zustandsraummodell | State space model | Aktienindex | Stock index | Schätzung | Estimation |
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