Time-varying synchronization of European stock markets
Balázs Égert; Evžen Kočenda
| Year of publication: |
2011
|
|---|---|
| Authors: | Égert, Balázs ; Kočenda, Evžen |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 40.2011, 2, p. 393-407
|
| Subject: | Aktienmarkt | Stock market | Korrelation | Correlation | ARCH-Modell | ARCH model | Deutschland | Germany | Frankreich | France | Großbritannien | United Kingdom | Polen | Poland | Tschechien | Czech Republic | Ungarn | Hungary | 2003-2006 |
| Extent: | graph. Darst. |
|---|---|
| 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/10008987463