Pages that link to "Item:Q2416241"
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The following pages link to Long-run comovements in East Asian stock market volatility (Q2416241):
Displaying 6 items.
- Time-localized wavelet multiple regression and correlation (Q83116) (← links)
- Covariance and correlation stationarity: Experiences from seven Asian emerging markets (Q1000386) (← links)
- Computing stock price comovements with a three-regime panel smooth transition error correction model (Q1730719) (← links)
- Assessing European stock markets (co)integration (Q1853655) (← links)
- Does NVIX matter for market volatility? Evidence from Asia-Pacific markets (Q2148195) (← links)
- The CAPM, national stock market betas, and macroeconomic covariates: a global analysis (Q2661823) (← links)