Title of article
Returns synchronization and daily correlation dynamics between international stock markets
Author/Authors
Martin Martens، نويسنده , , Ser-Huang Poon، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
23
From page
1805
To page
1827
Keywords
Dynamic correlation , GARCH , Asymmetry effect , Value-at-Risk , Synchronous data
Journal title
Journal of Banking and Finance
Serial Year
2001
Journal title
Journal of Banking and Finance
Record number
193309
Link To Document