Relationship between Czech and European developed stock markets: DCC MVGARCH analysis
Year of publication: |
2010-05
|
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Authors: | Princ, Michael |
Institutions: | Institut ekonomických studií, Univerzita Karlova v Praze |
Subject: | stock market integration | multivariate analysis | dynamic modelling | conditional correlation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2010/09 35 pages |
Classification: | C32 - Time-Series Models ; E44 - Financial Markets and the Macroeconomy ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; F36 - Financial Aspects of Economic Integration |
Source: |
-
Relationship between Czech and European developed stock markets: DCC MV GARCH analysis
Princ, Michael, (2010)
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Multi-Level Analysis of Dynamic Portfolio Formations: Central European Countries
Princ, Michael, (2013)
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Multi-level analysis of dynamic portfolio formations: Central European countries
Princ, Michael, (2013)
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Multi-Level Analysis of Dynamic Portfolio Formations: Central European Countries
Princ, Michael, (2013)
-
Multi-level analysis of dynamic portfolio formations: Central European countries
Princ, Michael, (2013)
-
Relationship between Czech and European developed stock markets: DCC MV GARCH analysis
Princ, Michael, (2010)
- More ...