Integrácia akciových trhov: DCC MV-GARCH model
[Stock Market Integration: DCC MV-GARCH Model]
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References listed on IDEAS
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More about this item
Keywordsstock market integration; dynamic conditional correlations; CEE markets; DCC MV-GARCH model;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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