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~language:"slk"
~source:"repec"
~subject:"CEE markets"
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Stock Market Integration: DCC MV-GARCH Model
Baumöhl, Eduard
;
Farkašovská, Mária
;
Výrost, Tomáš
- In:
Politická ekonomie
2010
(
2010
)
4
,
pp. 488-503
the DCC MV-GARCH approach. It is shown that the dynamic conditional correlations exhibit statistically significant
growth
…
Persistent link: https://www.econbiz.de/10008564639
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