The relationship between stock markets of major developed countries and Asian emerging markets

DOI10.1155/S1173912604000136zbMath1181.91353MaRDI QIDQ556510

Richard Deane Terell, Wing-Keung Wong, Karen Yann Ching Lim, J. H. W. Penm

Publication date: 21 June 2005

Published in: Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/116622

zbMATH Keywords

cointegrationforeign securitiesinternational diversification

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Related Items (1)

On the estimation of cost of capital and its reliability

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