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Search: subject:"factor analysis FA"
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Factor Analysis (FA)
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Financial Stability
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Network Readiness Index (NRI)
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Returns and volatility linkages
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Vector Autoregressive (VAR)
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asymmetric GARCH
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development trends assessment
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factor analysis FA
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Chinzara, Zivanemoyo
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Baltic Journal of Economic Studies
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Interdependence assessing for networked readiness index economic and social informative factors
Sitnicki, Maksym
;
Netreba, Iryna
- In:
Baltic Journal of Economic Studies
6
(
2020
)
2
,
pp. 47-53
Persistent link: https://www.econbiz.de/10012216329
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2
Returns Correlation Structure and Volatility Spillovers Among the Major African Stock Markets
Kambadza, Tinashe Harry Dumile
;
Chinzara, Zivanemoyo
-
Economic Research Southern Africa (ERSA)
-
2012
. Econometric models used include the
Factor
Analysis
(
FA
), the Vector Autoregressive (VAR) and the GARCH. Our findings suggest that …
Persistent link: https://www.econbiz.de/10010559470
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