What econo-physics can tell us about Korean equity market co-movements?
Year of publication: |
[2016]
|
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Authors: | Shah, Aasif ; Deo, Malabika ; King, Wayne |
Published in: |
Journal of economic studies. - Bradford : Emerald, ISSN 0144-3585, ZDB-ID 127399-1. - Vol. 43.2016, 4, p. 549-573
|
Subject: | Asian markets | Wavelet coherence | Wavelet correlation | Wavelet clustering | Dendrogram | Zustandsraummodell | State space model | Aktienmarkt | Stock market | Südkorea | South Korea | Korrelation | Correlation |
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