Correlations in returns and volatilities in Pacific-Rim stock markets
Nicholas S. P. Tay; Zhen Zhu
| Year of publication: |
2000
|
|---|---|
| Authors: | Tay, Nicholas S. P. ; Zhu, Zhen |
| Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 0923-7992, ZDB-ID 1073291-3. - Vol. 11.2000, 1, p. 27-47
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARCH-Modell | ARCH model | VAR-Modell | VAR model | Aktienmarkt | Stock market | Asiatisch-pazifischer Raum | Asia-Pacific region | 1985-1992 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Open economies review |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001473360