Dynamic Correlation Analysis of Asian Stock Markets
Jae-Kwang Hwang ()
International Advances in Economic Research, 2012, vol. 18, issue 2, pages 227-237
Keywords: Stock market correlation; DCC model; T-GARCH; The 2008 financial crisis; G15 (search for similar items in EconPapers)
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Persistent link: http://EconPapers.repec.org/RePEc:kap:iaecre:v:18:y:2012:i:2:p:227-237
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