Long run and short run linkages between stock indices in Bombay stock exchange : a structural cointegration approach
Suresh K. G.; Aviral Kumar Tiwari
| Year of publication: |
2012
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|---|---|
| Authors: | Suresh K. G. ; Tiwari, Aviral Kumar |
| Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 10.2012, 1, p. 177-181
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| Subject: | Stock indices | Structural breaks | Cointegration | Impulse response functions | Kointegration | Aktienindex | Stock index | Börsenhandel | Stock exchange trading | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Indien | India | Börsenkurs | Share price | Schätztheorie | Estimation theory |
| 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/10010338423