Covariance and correlation stationarity: Experiences from seven Asian emerging markets

DOI10.1007/BF02425197zbMath1153.91730MaRDI QIDQ1000386

Gordon Y. N. Tang

Publication date: 6 February 2009

Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91B84: Economic time series analysis

91B74: Economic models of real-world systems (e.g., electricity markets, etc.)

91B82: Statistical methods; economic indices and measures