Testing constancy of correlation with an application to international equity returns
Anil K. Bera and Sangwhan Kim
| Year of publication: |
1996
|
|---|---|
| Authors: | Bera, Anil K. ; Kim, Sangwhan |
| Publisher: |
Urbana-Champaign |
| Subject: | Korrelation | Correlation | Theorie | Theory | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Schätzung | Estimation | Kapitaleinkommen | Capital income | Industrieländer | Industrialized countries | Welt | World |
| Extent: | 27 S. : graph. Darst |
|---|---|
| Series: | CIBER working paper. - Urbana-Champaign, Ill., ZDB-ID 2262676-1. - Vol. 96,107 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000959739