The impact of 2008 financial crisis on the efficiency and contagion of Asian stock markets : a Hurst exponent approach
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 | Volatilität | Volatility | Ansteckungseffekt | Contagion effect | Asien | Asia | Aktienmarkt | Stock market | Börsenkurs | Share price |
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