Africa stock markets cross-market linkages : a time-varying Dynamic Conditional Correlations (DCC-GARCH) approach
Godfrey Marozva
| Year of publication: |
March/April 2017
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|---|---|
| Authors: | Marozva, Godfrey |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 33.2017, 2, p. 321-328
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| Subject: | Stock Market Returns | Volatility | Contagion | Inter Linkages | Global Crisis | Portfolio Diversification | GARCH | Dynamic Conditional Correlations | Aktienmarkt | Stock market | Volatilität | Korrelation | Correlation | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Afrika | Africa |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.19030/jabr.v33i2.9904 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011673887