Reexamining covariance risk dynamics in global stock markets using quantile regression analysis
Year of publication: |
2010
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Authors: | Li, Ming-yuan Leon |
Published in: |
Emerging markets : identification, new developments and investments. - New York, NY : Nova Science Publ., ISBN 1-61668-160-8. - 2010, p. 57-80
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Subject: | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Betafaktor | Beta risk | ARCH-Modell | ARCH model | Markov-Kette | Markov chain | G7-Staaten | G7 countries |
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