La modélisation des interactions entre les coefficients de corrélation et les volatilités sur les marchés financiers Marocain, Français, Américain et Japonais
Alternative title: | Modeling interactions between correlation coefficients and volatilities on the Moroccan, French, American and Japanese Financial markets |
---|---|
Year of publication: |
2013-11-18
|
Authors: | Chiny, Faycal |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Time-Varying Correlations | diversification strategy | financial markets |
-
Volatility Spillovers from the US to Australia and China across the GFC
Allen, David E., (2013)
-
Volatility Spillovers from the US to Australia and China across the GFC
Allen, David E., (2013)
-
The impact of the euro on financial markets
Cappiello, Lorenzo, (2006)
- More ...
-
Le Processus d’Investissement En Présence Du Risque : Quel Enchainement Suivre ?
Chiny, Faycal, (2013)
-
Chiny, Faycal, (2013)
-
Performance measure congruity in linear agency models with interactive tasks
Budde, Jörg, (2006)
- More ...