Modeling international stock price comovements with high-frequency data
Hachmi Ben Ameur, Fredj Jawadi, Wael Louhichi, Abdoulkarim Idi Cheffou
| Year of publication: |
October 2018
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| Authors: | Ben Ameur, Hachmi ; Jawadi, Fredj ; Louhichi, Wael ; Cheffou, Abdoulkarim Idi |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 22.2018, 7, p. 1875-1903
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| Subject: | Price Comovements | Systemic Risk | HFD | ADCC-GARCH | MES | Börsenkurs | Share price | Korrelation | Correlation | Volatilität | Volatility | Preiskonvergenz | Price convergence | Systemrisiko | Systemic risk | Internationaler Finanzmarkt | International financial market | Finanzmarkt | Financial market | Japan | Aktienmarkt | Stock market | Schätzung | Estimation | Deutschland | Germany |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1365100516000924 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011918211