Reexamining covariance risk dynamics in global stock markets using quantile regression analysis
Ming-Yuan Leon Li
| Year of publication: |
2010
|
|---|---|
| Authors: | Li, Ming-yuan Leon |
| Published in: |
Emerging markets : identification, new developments and investments. - New York, NY : Nova Science Publ., ISBN 1-61668-160-8. - 2010, p. 57-80
|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009563149