Stochastic correlation across international stock markets
Year of publication: |
2000
|
---|---|
Authors: | Ball, Clifford A. ; Torous, Walter N. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 7.2000, 3/4, p. 373-388
|
Subject: | Aktienindex | Stock index | Kanada | Canada | Hongkong | Hong Kong | Japan | Großbritannien | United Kingdom | USA | United States | Deutschland | Germany | Korrelation | Correlation | 1987-1999 |
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