Globalization and emerging stock market integration : evidence from a FIVECM-MGARCH model
Heng Chen; Bento J. Lobo; Wing-Keung Wong
| Year of publication: |
2007
|
|---|---|
| Authors: | Chen, Heng ; Lobo, Bento J. ; Wong, Wing Keung |
| Published in: |
Global review of business and economic research. - New Delhi : Serials Publ., ISSN 0973-127X, ZDB-ID 2402714-5. - Vol. 3.2007, 1, p. 47-65
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| Subject: | Globalisierung | Globalization | Aktienmarkt | Stock market | Kointegration | Cointegration | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis | China | Indien | India |
| 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/10003628141