Measuring time-varying financial market integration : an unobserved components approach
Tino Berger; Lorenzo Pozzi
| Year of publication: |
2013
|
|---|---|
| Authors: | Berger, Tino ; Pozzi, Lorenzo |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 2, p. 463-473
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| Subject: | Financial markets | Integration | Factor model | Unobserved component | GARCH | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Marktintegration | Market integration | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Internationaler Finanzmarkt | International financial market | Theorie | Theory | Zustandsraummodell | State space model | Kointegration | Cointegration |
| Extent: | graph. Darst. |
|---|---|
| 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/10009705640