Stock market comovements in Central Europe : evidence from the asymmetric DCC model
Year of publication: |
2013
|
---|---|
Authors: | Gjika, Dritan ; Horváth, Roman |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 55-64
|
Subject: | Stock market comovements | Central Europe | Financial crisis | Aktienmarkt | Stock market | Finanzkrise | Ostmitteleuropa | Central-Eastern Europe | Börsenkurs | Share price | Ungarn | Hungary | Marktintegration | Market integration | Korrelation | Correlation | Polen | Poland | Tschechien | Czech Republic | Schätzung | Estimation |
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