Measuring co-movement in the time frequency space among African stock markets
Lekgatlhamang Lexi Setlhare and Eugene Kouassi
| Year of publication: |
August 2015
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|---|---|
| Authors: | Setlhare, Lekgatlhamang Lexi ; Kouassi, Eugène |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 14.2015, 8, p. 785-796
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| Subject: | Co-movement | African stock market indexes | Wavelet analysis | Aktienmarkt | Stock market | Afrika | Africa | Zustandsraummodell | State space model | Aktienindex | Stock index | Schätzung | Estimation | Korrelation | Correlation |
| 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/10011458057