Work

A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers

Year: 2005

Type: article

Source: Applied Financial Economics Letters

DOI: 10.1080/17446540500054250

Author: Sheng-Yung Yang

Institution: National Chung Hsing University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1963753887

FWCI: 2.846

Cites: 11

Cited by: 101

Related to: 10