Testing asymmetric correlations in stock returns via empirical likelihood method
Zhiyuan Pan, Xu Zheng and Qiang Chen
| Year of publication: |
2014
|
|---|---|
| Authors: | Pan, Zhiyuan ; Zheng, Xu ; Chen, Qiang |
| Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 4.2014, 1, p. 42-57
|
| Subject: | Asymmetric correlations | China stock characteristic | Empirical likelihood method | Korrelation | Correlation | China | Kapitaleinkommen | Capital income |
| 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/10010259699