التفاصيل البيبلوغرافية
| العنوان: |
Dynamic conditional correlations of stock markets (DCC-GARCH results). |
| المؤلفون: |
Samet Gunay (11949168), Gokberk Can (11949171) |
| سنة النشر: |
2022 |
| المجموعة: |
Smithsonian Institution: Digital Repository |
| مصطلحات موضوعية: |
Sociology, Science Policy, Environmental Sciences not elsewhere classified, Biological Sciences not elsewhere classified, Chemical Sciences not elsewhere classified, yilmaz connectedness analysis, us equity market, severe contagious effect, outbreak &# 8217, modified icss test, different time intervals, us stock market, developed economies compared, global financial crisis, examine financial contagion, world stock markets, test results show, 19 pandemic induced, financial contagion, stock markets, results show, also compared, 19 pandemic, results suggest, emerging markets, %22">xlink ">, two crises, study provides, study investigates, strong co |
| الوصف: |
Green and gray areas demonstrate the pre-crisis and crisis periods, respectively. |
| نوع الوثيقة: |
still image |
| اللغة: |
unknown |
| Relation: |
https://figshare.com/articles/figure/Dynamic_conditional_correlations_of_stock_markets_DCC-GARCH_results_/18427311 |
| DOI: |
10.1371/journal.pone.0261835.g002 |
| الاتاحة: |
https://doi.org/10.1371/journal.pone.0261835.g002 |
| Rights: |
CC BY 4.0 |
| رقم الانضمام: |
edsbas.8F235A60 |
| قاعدة البيانات: |
BASE |