NAFTA stock markets [[electronic resource] ] : dynamic return and volatility linkages / / Giorgio Canarella, Stephen M. Miller and Stephen K. Pollard |
Autore | Canarella Giorgio |
Pubbl/distr/stampa | New York, : Nova Science Publishers, c2010 |
Descrizione fisica | 1 online resource (161 p.) |
Disciplina | 332.64/27 |
Altri autori (Persone) |
MillerStephen M. <1945->
PollardStephen K |
Collana |
Economic issues, problems and perspectives series
Novinka |
Soggetto topico |
Stock exchanges - North America
Stocks - Rate of return |
Soggetto genere / forma | Electronic books. |
ISBN | 1-61209-411-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910465667603321 |
Canarella Giorgio
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||
New York, : Nova Science Publishers, c2010 | ||
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Lo trovi qui: Univ. Federico II | ||
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NAFTA stock markets [[electronic resource] ] : dynamic return and volatility linkages / / Giorgio Canarella, Stephen M. Miller and Stephen K. Pollard |
Autore | Canarella Giorgio |
Pubbl/distr/stampa | New York, : Nova Science Publishers, c2010 |
Descrizione fisica | 1 online resource (161 p.) |
Disciplina | 332.64/27 |
Altri autori (Persone) |
MillerStephen M. <1945->
PollardStephen K |
Collana |
Economic issues, problems and perspectives series
Novinka |
Soggetto topico |
Stock exchanges - North America
Stocks - Rate of return |
ISBN | 1-61209-411-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910791774603321 |
Canarella Giorgio
![]() |
||
New York, : Nova Science Publishers, c2010 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
NAFTA stock markets : dynamic return and volatility linkages / / Giorgio Canarella, Stephen M. Miller and Stephen K. Pollard |
Autore | Canarella Giorgio |
Edizione | [1st ed.] |
Pubbl/distr/stampa | New York, : Nova Science Publishers, c2010 |
Descrizione fisica | 1 online resource (161 p.) |
Disciplina | 332.64/27 |
Altri autori (Persone) |
MillerStephen M. <1945->
PollardStephen K |
Collana |
Economic issues, problems and perspectives series
Novinka |
Soggetto topico |
Stock exchanges - North America
Stocks - Rate of return |
ISBN | 1-61209-411-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Intro -- NAFTA STOCK MARKETS: DYNAMIC RETURN AND VOLATILITY LINKAGES -- NAFTA STOCK MARKETS: DYNAMIC RETURN AND VOLATILITY LINKAGES -- CONTENTS -- ABSTRACT -- INTRODUCTION -- EXISTING EMPIRICAL ANALYSIS OF NAFTA STOCK MARKETS -- DATA AND DESCRIPTIVE STATISTICS -- COINTEGRATION ANALYSES -- 4.1. THE JOHANSEN MULTIVARIATE APPROACH -- 4.2. EMPIRICAL RESULTS -- 4.3. RECURSIVE COINTEGRATION ANALYSIS -- 4.4. ROLLING COINTEGRATION -- 4.5. COINTEGRATION AND STRUCTURAL CHANGE -- 4.6. COINTEGRATION AND THRESHOLD EFFECTS -- GENERALIZED IMPULSE-RESPONSE FUNCTIONS -- THE MULTIVARIATE GARCH: METHOD AND ECONOMETRICS -- 6.1. ISSUES AND STYLIZED FACTS -- 6.2. ECONOMETRIC FRAMEWORK -- The Mean Model -- The Covariance Model -- THE MULTIVARIATE GARCH: ESTIMATION RESULTS -- CONCLUSION -- REFERENCES -- INDEX. |
Record Nr. | UNINA-9910824499103321 |
Canarella Giorgio
![]() |
||
New York, : Nova Science Publishers, c2010 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|