European stock market comovement dynamics during some major financial market turmoils in the period 1997 to 2010 : a comparative DCC-GARCH and wavelet correlation analysis
Silvio Dajcman, Mejra Festic and Alenka Kavkler
| Year of publication: |
2012
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|---|---|
| Authors: | Dajcman, Silvio ; Festić, Mejra ; Kavkler, Alenka |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 19.2012, 13/15, p. 1249-1256
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| Subject: | Korrelation | Correlation | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Internationaler Finanzmarkt | International financial market | Volatilität | Volatility | Vergleich | Comparison | Zustandsraummodell | State space model | Frankreich | France | Börsenkurs | Share price | Europa | Europe | EU-Staaten | EU countries | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009680562