Volatility and dynamic conditional correlations of worldwide emerging and frontier markets
Eduard Baumöhl, Štefan Lyócsa
| Year of publication: |
2014
|
|---|---|
| Authors: | Baumöhl, Eduard ; Lyócsa, Štefan |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 38.2014, p. 175-183
|
| Subject: | Conditional volatility | Time-varying correlations | Emerging and frontier markets | Volatilität | Volatility | Schwellenländer | Emerging economies | Korrelation | Correlation | ARCH-Modell | ARCH model | Welt | World | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010418125