An analysis of conditional dependencies of covariance matrices for economic processes in selected EU countries
Anna Janiga-Ćmiel
| Year of publication: |
2016
|
|---|---|
| Authors: | Janiga-Ćmiel, Anna ; Głoćko, Wojciech |
| Published in: |
Folia oeconomica Stetinensia : FOS. - Szczecin : Wydawn. Naukowe Uniw. Szczecińskiego, ISSN 1730-4237, ZDB-ID 2672877-1. - Vol. 16.2016, 2, p. 119-134
|
| Subject: | GARCH model | contagion effect | economic development | ARCH-Modell | ARCH model | Korrelation | Correlation | Theorie | Theory | Entwicklung | Economic development |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011774150