Dynamic Correlation Analysis of Asian Stock Markets
| Year of publication: |
2012
|
|---|---|
| Authors: | Hwang, Jae-Kwang |
| Published in: |
International Advances in Economic Research. - International Atlantic Economic Society - IAES. - Vol. 18.2012, 2, p. 227-237
|
| Publisher: |
International Atlantic Economic Society - IAES |
| Subject: | Stock market correlation | DCC model | T-GARCH | The 2008 financial crisis |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010867104