Co-movement of ASEAN stock markets : new evidence from wavelet and VMD-based copula tests
Yonghong Jiang, He Nie, Joe Yohanes Monginsidi
| Year of publication: |
August 2017
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| Authors: | Jiang, Yonghong ; Nie, He ; Monginsidi, Joe Yohanes |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 64.2017, p. 384-398
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| Subject: | ASEAN stock markets | Comovement | Wavelet coherency | Copula | Variational modes decomposition | Aktienmarkt | Stock market | ASEAN-Staaten | ASEAN countries | Multivariate Verteilung | Multivariate distribution | Zustandsraummodell | State space model | Kapitaleinkommen | Capital income | Korrelation | Correlation | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.04.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011761283