The Effects Of Volatility And Changes In Conditional Correlations In The Stock Markets Of Russia And Developed Countries
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More about this item
Keywords
volatility; correlation; BEKK-GARCH (1; 1) model; DCC-GARCH model; CCC-GARCH model; Russia; devel-oped markets;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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