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Q5125159 - MaRDI portal

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scientific article; zbMATH DE number 7255571
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English
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scientific article; zbMATH DE number 7255571

    Statements

    author
    Terdthiti Chitkasame
    0 references
    Roengchai Tansuchat
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    publication date
    5 October 2020
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    zbMATH Keywords
    contagion
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    Markov switching model
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    DCC-GARCH model
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    ASEAN stock markets
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    Identifiers

    zbMATH DE Number
    7255571
    0 references
     
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