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Search: subject:"Fractionally Integrated Vector Error Correction Model"
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Globalization and emerging stock market integration : evidence from a FIVECEM-MGARCH model
Chen, Heng
;
Lobo, Bento J.
;
Wong, Wing Keung
- In:
Global review of business and economic research
11
(
2015
)
2
,
pp. 153-171
Persistent link: https://www.econbiz.de/10011675506
Saved in:
2
Links between the Indian, U.S. and Chinese Stock Markets
Chen, Heng
;
Lobo, Bento J.
;
Wong, Wing-Keung
-
Department of Economics, National University of Singapore
-
2006
China-U.S. We use a
Fractionally
Integrated
Vector
Error
Correction
Model
(FIVECM) to examine the cointegration mechanism …
Persistent link: https://www.econbiz.de/10005292527
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