Is the BRICS decoupling effect reversing? : evidence from dynamic models
Year of publication: |
2017
|
---|---|
Authors: | Stavroyiannis, Stavros |
Published in: |
International journal of economics and business research. - Olney, Bucks. : Inderscience, ISSN 1756-9850, ZDB-ID 2481914-1. - Vol. 13.2017, 3, p. 303-315
|
Subject: | BRICS | herding behaviour | stochastic volatility | dynamic conditional correlation | DCC | multivariate GARCH | BRICS-Staaten | BRICS countries | ARCH-Modell | ARCH model | Volatilität | Volatility | Herdenverhalten | Herding | Korrelation | Correlation | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process |
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