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scientific article; zbMATH DE number 7295824 - MaRDI portal

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Publication:5143599

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zbMath1463.62269MaRDI QIDQ5143599

Dehua Shen, Xiangyu Kong

Publication date: 14 January 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stock markets economic policy uncertainty cross-correlation analysis rolling window analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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