Re-examining covariance risk dynamics in international stock markets using quantile regression analysis
M. Y. L. Li, S. M. F. Yen
| Year of publication: |
2011
|
|---|---|
| Authors: | Li, Ming-yuan Leon ; Yen, Stéphane Meng-feng |
| Published in: |
Acta oeconomica : periodical of the Hungarian Academy of Sciences. - Budapest : Akad., ISSN 0001-6373, ZDB-ID 301591-9. - Vol. 61.2011, 1, p. 33-59
|
| Subject: | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Betafaktor | Beta risk | ARCH-Modell | ARCH model | Markov-Kette | Markov chain | G7-Staaten | G7 countries |
| 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/10009303870