Nonlinear bivariate comovements of asset prices : methodology, tests and applications
Year of publication: |
2010
|
---|---|
Authors: | Corazza, Marco ; Malliaris, Anastasios G. ; Scalco, Elisa |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 35.2010, 1, p. 1-23
|
Subject: | Schätzung | Estimation | Theorie | Theory | Börsenkurs | Share price | CAPM | Aktienmarkt | Stock market |
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