Correlation vs. Causality in Stock Market Comovement
Year of publication: |
2007-12
|
---|---|
Authors: | Weber, Enzo |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Identification | Spillover | Common Factor | Structural EGARCH | DAX |
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