Analyzing spillover effects among BRICS stock markets : application of COPULA and DCC-MGARCH model
In: Review of Pacific Basin financial markets and policies, Jg. 26 (2023-12-01), Heft 4, S. 1-24
academicJournal
Zugriff:
Titel: |
Analyzing spillover effects among BRICS stock markets : application of COPULA and DCC-MGARCH model
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Autor/in / Beteiligte Person: | Tripathy, Nalini Prava ; Panda, Pradiptarathi |
Zeitschrift: | Review of Pacific Basin financial markets and policies, Jg. 26 (2023-12-01), Heft 4, S. 1-24 |
Veröffentlichung: | 2023 |
Medientyp: | academicJournal |
DOI: | 10.1142/S0219091523500236 |
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