Time-varying comovement and changes of comovement structure in the Chinese stock market : a causal network method
Year of publication: |
2019
|
---|---|
Authors: | Bu, Hui ; Tang, Wenjin ; Wu, Junjie |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 81.2019, p. 181-204
|
Subject: | Common factors | Comovement measure | Comovement structure | Panel data model | Topology of causal network | Schätzung | Estimation | Aktienmarkt | Stock market | Korrelation | Correlation | Börsenkurs | Share price | China | Kausalanalyse | Causality analysis | Panel | Panel study |
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