Impacts of economic integration on stock market dependence without jump effects
Chung-Chu Chuang, Jeff T. C. Lee, and Chih-Chiang Wu
| Year of publication: |
2018
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|---|---|
| Authors: | Chuang, Chung-Chu ; Lee, Jeff T. C. ; Wu, Chih-Chiang |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 54.2018, 1/2/3, p. 132-143
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| Subject: | CEPA | conditional copula | economic integration | GARJI | jump intensity | Wirtschaftsintegration | Economic integration | Aktienmarkt | Stock market | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Schätzung | Estimation | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2016.1244510 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012122860