Work

Stock Market Comovements in Central Europe: Evidence from Asymmetric DCC Model

Year: 2012

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2188390

Authors: Dritan Gjika, Roman Horvath

Institutions: Charles University, Groupe de Recherche en Droit, Économie, Gestion, Leibniz Institute for East and Southeast European Studies, Groupe d'Analyse et de Théorie Economique Lyon St Etienne, Université Nice Sophia Antipolis

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2111937838

Cites: 27

Cited by: 23

Related to: 10