The impact of 2008 financial crisis on the efficiency and contagion of Asian stock markets : a Hurst exponent approach
Xiaoye Jin
| Year of publication: |
May 2016
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| Authors: | Jin, Xiaoye |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 17.2016, p. 167-175
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| Subject: | Hurst exponent | Financial crisis | Financial contagion | MFDMA algorithm | Copula models | Finanzkrise | Ansteckungseffekt | Contagion effect | Asien | Asia | Aktienmarkt | Stock market | Volatilität | Volatility | Multivariate Verteilung | Multivariate distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.03.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011596277