Showing 1 - 8 of 8
Persistent link: https://www.econbiz.de/10012059414
Persistent link: https://www.econbiz.de/10012063438
Persistent link: https://www.econbiz.de/10011778379
Persistent link: https://www.econbiz.de/10011778395
Persistent link: https://www.econbiz.de/10009572813
This paper applies the Dynamic Conditional Correlation (DCC) multivariate GARCH model of Engle (2002), in order to examine the time-varying conditional correlations to the weekly index returns of seven emerging stock markets of Central and Eastern Europe. We used weekly data for the period...
Persistent link: https://www.econbiz.de/10009194677
Persistent link: https://www.econbiz.de/10005205565
Persistent link: https://www.econbiz.de/10009817923