Correlations in returns and volatilities in Pacific-Rim stock markets (Q1970867)
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scientific article; zbMATH DE number 1423795
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correlations in returns and volatilities in Pacific-Rim stock markets |
scientific article; zbMATH DE number 1423795 |
Statements
Correlations in returns and volatilities in Pacific-Rim stock markets (English)
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23 March 2000
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short-run dynamic analysis
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stock returns
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volatilities
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causality in variances test
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multivariate GARCH model
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VAR analyses
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