Testing constancy of correlation with an application to international equity returns
Year of publication: |
1996
|
---|---|
Authors: | Bera, Anil K. ; Kim, Sangwhan |
Publisher: |
Urbana-Champaign |
Subject: | Theorie | Theory | Korrelation | Correlation | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Schätzung | Estimation |
Extent: | 27 S. : graph. Darst |
---|---|
Series: | CIBER working paper. - Urbana-Champaign, Ill., ZDB-ID 2262676-1. - Vol. 96,107 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The CAPM, national stock market betas, and macroeconomic covariates : a global analysis
Curran, Michael, (2018)
-
Conrad, Christian, (2011)
-
Exogenous variables in dynamic conditional correlation models for financial markets
Schopen, Jan-Hendrik, (2012)
- More ...
-
Bera, Anil K., (2002)
-
Bera, Anil K., (2001)
-
Bera, Anil K., (2000)
- More ...