Dynamic Cross-Correlation and Dynamic Contagion of Stock Markets: a Sliding Windows Approach with the Dcca Correlation Coefficient

AuthID
P-00R-DH0
3
Author(s)
Tilfani, O
·
El Boukfaoui, MY
Document Type
Article in Press
Year published
2019
Published
in EMPIRICAL ECONOMICS, ISSN: 0377-7332
Volume: 60, Issue: 3, Pages: 1127-1156 (30)
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Publication Identifiers
Scopus: 2-s2.0-85075444532
Wos: WOS:000497826000002
Source Identifiers
ISSN: 0377-7332
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