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A Study on Dynamic Conditional Correlation between Chinese and International Stock Markets Through DCC-MGARCH Model

Authors :
Shiyong Yoo
Donghui Jin
Source :
INTERNATIONAL BUSINESS REVIEW. 15:25
Publication Year :
2011
Publisher :
Korean Academy of International Business Management, 2011.

Subjects

Subjects :
Correlation
International stock markets
Financial economics
Economics
Conditional variance

Details

ISSN :
15984869
Volume :
15
Database :
OpenAIRE
Journal :
INTERNATIONAL BUSINESS REVIEW
Accession number :
edsair.doi...........0a1ba3622c508eb73bb88b096778c700
Full Text :
https://doi.org/10.21739/ibr.2011.12.15.4.25
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