Modelling long run comovements in equity markets : a flexible approach
Luis F. Martins; Vasco J. Gabriel
| Year of publication: |
2014
|
|---|---|
| Authors: | Martins, Luís Filipe ; Gabriel, Vasco J. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 47.2014, p. 288-295
|
| Subject: | Financial markets | Financial integration | Long run analysis | Local nonstationarity | Markov switching | Finanzmarkt | Financial market | Aktienmarkt | Stock market | Markov-Kette | Markov chain | Theorie | Theory | Marktintegration | Market integration | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Kointegration | Cointegration | Internationaler Finanzmarkt | International financial market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010506954