Determinants of equity return correlations : a case study of the Amman Stock Exchange
Mohammad Alomari, David. M. Power, Nongnuch Tantisantiwong
| Year of publication: |
January 2018
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|---|---|
| Authors: | Alomari, Mohammad ; Power, David M. ; Tantisantiwong, Nongnuch |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 50.2018, 1, p. 33-66
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| Subject: | Dynamic conditional correlation | Equity returns correlations | Multivariate threshold GARCH | Panel data analysis | Risk factors | Korrelation | Correlation | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Börsenhandel | Stock exchange trading | Panel | Panel study | Aktienmarkt | Stock market | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-017-0622-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011979091