Volatility spillover between Chinese ctock market and selected emerging economies : a dynamic conditional correlation and portfolio optimization perspective
Miklesh Prasad Yadav, Sudhi Sharma, Indira Bhardwaj
| Year of publication: |
2023
|
|---|---|
| Authors: | Yadav, Miklesh Prasad ; Sharma, Sudhi ; Bhardwaj, Indira |
| Subject: | Volatilität | Volatility | Schwellenländer | Emerging economies | Portfolio-Management | Portfolio selection | China | Korrelation | Correlation | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Aktienmarkt | Stock market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-022-09381-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014362575