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~isPartOf:"Applied economics letters"
~language:"bul"
~language:"eng"
~person:"Dajcman, Silvo"
~person:"McMillan, David G."
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Dividend"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Dajcman, Silvo
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Applied economics letters
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ECONIS (ZBW)
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1
Tail dependence between Central and Eastern European and major European stock markets : a copula approach
Dajcman, Silvo
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1567-1573
Persistent link: https://www.econbiz.de/10010221720
Saved in:
2
Comovement between stock and bond markets and the 'flight-to-quality' during financial market turmoil : a case of the Eurozone countries most affected by the sovereign debt crisis...
Dajcman, Silvo
- In:
Applied economics letters
19
(
2012
)
16/18
,
pp. 1655-1662
Persistent link: https://www.econbiz.de/10009683991
Saved in:
3
Time-varying long-range dependence in stock market returns and financial market disruptions : a case of eight European countries
Dajcman, Silvo
- In:
Applied economics letters
19
(
2012
)
10/12
,
pp. 953-957
Persistent link: https://www.econbiz.de/10009633132
Saved in:
4
Asymmetric return patterns : evidence from 33 international stock market indices
Evans, Twm
;
McMillan, David G.
- In:
Applied economics letters
16
(
2009
)
7/9
,
pp. 775-779
Persistent link: https://www.econbiz.de/10003854963
Saved in:
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