Analyzing heterogeneous stock price comovements through hybrid approaches
Souhir Chlibi, Fredj Jawadi, Mohamed Sellami
| Year of publication: |
July 2016
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|---|---|
| Authors: | Chlibi, Souhir ; Jawadi, Fredj ; Sellami, Mohamed |
| Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 0923-7992, ZDB-ID 1073291-3. - Vol. 27.2016, 3, p. 541-559
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| Subject: | Stock price comovements | Diversification | BEKK-GARCH | Vector time series and panel cointegration | Börsenkurs | Share price | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation | Diversifikation | Schätzung | Estimation | Panel | Panel study |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11079-015-9381-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011716947