Volatility and Links between National Stock Markets (Q4302551): Difference between revisions

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Revision as of 16:14, 5 March 2024

scientific article; zbMATH DE number 621928
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English
Volatility and Links between National Stock Markets
scientific article; zbMATH DE number 621928

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    Volatility and Links between National Stock Markets (English)
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    21 August 1994
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    asset pricing
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    time-varying volatility
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    time-variation in the covariances
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    capital market integration
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    stock markets
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