A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets
Gabriella Cagliesi, Francesco Guidi
| Year of publication: |
2021
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|---|---|
| Authors: | Cagliesi, Gabriella ; Guidi, Francesco |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 74.2021, p. 1-29
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| Subject: | Diversification benefits | Markov switching regimes ARCH models | News approach | Optimal portfolio | Smooth transition conditional correlation | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Markov-Kette | Markov chain | Finanzmarkt | Financial market | Theorie | Theory | Korrelation | Correlation | Schwellenländer | Emerging economies | Marktintegration | Market integration | Internationaler Finanzmarkt | International financial market | Schätzung | Estimation | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101698 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012803928