Interrelationship between DAX index and four largest Eastern European stock markets
Dejan Živkov, Jovan Njegić, Ivan Milenković
| Year of publication: |
2018
|
|---|---|
| Authors: | Živkov, Dejan ; Njegić, Jovan ; Milenković, Ivan |
| Subject: | stocks | A-BEKK-GARCH | structural breaks | spillover | dynamic correlation | Aktienmarkt | Stock market | Strukturbruch | Structural break | Korrelation | Correlation | Spillover-Effekt | Spillover effect | Deutschland | Germany | Aktienindex | Stock index | Schätzung | Estimation | Börsenkurs | Share price | Osteuropa | Eastern Europe | Kointegration | Cointegration | ARCH-Modell | ARCH model |
freely available
| 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/10012021813