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Grouping stock markets with time-varying copula-GARCH model

  1. Author Czapkiewicz, Anna (Author)
    TitleGrouping stock markets with time-varying copula-GARCH model / Anna Czapkiewicz, Paweł Majdosz
    Other author Majdosz, Paweł (Author)
    Phys.des.4 ilustrace
    Note1 tabulka, 3 grafy
    Obsahuje poznámky v textu a reference
    Source document Finance a úvěr. -- Roč. 64, č. 2 (2014), s. 144-159
    Subj. Headings kapitálové trhy - akciové trhy - akciové indexy * ekonometrické modely - GARCH
    Conspect336.7 - Finance
    UDC336.76 * 519.862
    CountryCzech Republic
    LanguageEnglish
    OwnerKladno SVK
    Doc. KindRegional documents - articles
    References - Source document
Number of the records: 1  

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