Time Varying Herding and Anti-Herding Behavior and Dynamic Conditional Correlations in European Market Indices
Year of publication: |
2013
|
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Authors: | Stavroyiannis, Stavros |
Other Persons: | Babalos, Vassilios (contributor) ; Zarangas, Leonidas (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Herdenverhalten | Herding | EU-Staaten | EU countries | ARCH-Modell | ARCH model | Korrelation | Correlation |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 25, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2298303 [DOI] |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; G01 - Financial Crises ; g02 ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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