Showing 1 - 10 of 592
Persistent link: https://www.econbiz.de/10012034018
Persistent link: https://www.econbiz.de/10014325668
The study concentrates on an analysis of the Czech stock market performed by an application of DCC MV GARCH model of Engle (2002). Data sample including years from 1994 to 2009 is represented by daily returns of Prague Stock Exchange index and other 11 major stock indices. There is found an...
Persistent link: https://www.econbiz.de/10010322302
Persistent link: https://www.econbiz.de/10000167786
Persistent link: https://www.econbiz.de/10001391384
Persistent link: https://www.econbiz.de/10012051863
Persistent link: https://www.econbiz.de/10011619146
Persistent link: https://www.econbiz.de/10011561957
Persistent link: https://www.econbiz.de/10012159962
Persistent link: https://www.econbiz.de/10011675506