Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets
Xiyong Dong, Changhong Li & Seong-Min Yoon
| Year of publication: |
2020
|
|---|---|
| Authors: | Dong, Xiyong ; Li, Changhong ; Yoon, Seong-min |
| Subject: | Stock markets | exogenous shocks | dynamic correlations | portfolio strategy | ARMA-cDCC-FIEGARCH | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Schock | Shock | Risikomanagement | Risk management | ARCH-Modell | ARCH model | Volatilität | Volatility | Asien | Asia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2020.1743814 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012298738