Identifying asymmetric comovements of international stock market returns
Fuchun Li
| Year of publication: |
2014
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|---|---|
| Authors: | Li, Fuchun |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 12.2014, 3, p. 507-543
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| Subject: | asymmetric comovement | asymptotic distribution | copula model | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Multivariate Verteilung | Multivariate distribution | Börsenkurs | Share price | Korrelation | Correlation | Konjunkturzusammenhang | Business cycle synchronization | Theorie | Theory | Internationaler Finanzmarkt | International financial market | ARCH-Modell | ARCH model | Industrieländer | Industrialized countries |
| 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/10010391948