A Multivariate GARCH Analysis on International Stock Market Integration: Korean Market Case
نویسندگان
چکیده
منابع مشابه
Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations
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International stock market integration: Central and South Eastern Europe compared
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ژورنال
عنوان ژورنال: Management Science and Financial Engineering
سال: 2015
ISSN: 2287-2043
DOI: 10.7737/msfe.2015.21.1.031