Stock exchange mergers and return co-movement : a flexible dynamic component correlations model
Jörgen Hellström; Yuna Liu; Tomas Sjögren
| Year of publication: |
2013
|
|---|---|
| Authors: | Hellström, Jörgen ; Liu, Yuna ; Sjögren, Tomas |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 121.2013, 3, p. 511-515
|
| Subject: | Time-varying correlation | Long-run trend | Transitory component | C-GARCH | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis | Börsenhandel | Stock exchange trading | Fusion | Merger | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| 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/10010393039