Why are there time-varying comovements in the European stock market?
Eva Ferreira and Susan Orbe
| Year of publication: |
2018
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|---|---|
| Authors: | Ferreira, Eva ; Orbe-Mandaluniz, Susan |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 24.2018, 10/12, p. 828-848
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| Subject: | hypothesis testing | market indexes | market model | Smoothing splines | time-varying comovements | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Korrelation | Correlation | Theorie | Theory | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2017.1339622 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012244414