Timescale-dependent stock market comovement : BRICs vs. developed markets
Year of publication: |
2014
|
---|---|
Authors: | Lehkonen, Heikki ; Heimonen, Kari |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 28.2014, p. 90-103
|
Subject: | International stock markets | BRIC | Comovement | Wavelets | Dynamic conditional correlation | Aktienmarkt | Stock market | Korrelation | Correlation | BRICS-Staaten | BRICS countries | Börsenkurs | Share price | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Internationaler Finanzmarkt | International financial market | Volatilität | Volatility | Schätzung | Estimation | Schwellenländer | Emerging economies | Zustandsraummodell | State space model | Industrieländer | Industrialized countries |
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