Market-Wide Commonality in Liquidity on the CEE-3 Emerging Stock Markets (Q5240120)
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scientific article; zbMATH DE number 7121824
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Market-Wide Commonality in Liquidity on the CEE-3 Emerging Stock Markets |
scientific article; zbMATH DE number 7121824 |
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Market-Wide Commonality in Liquidity on the CEE-3 Emerging Stock Markets (English)
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24 October 2019
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commonality in liquidity
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modified Amihud measure
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OLS-HAC
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GARCH
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CEE-3
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