Dynamic Analysis of Selected European Stock Markets
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DOI: 10.18267/j.pep.309
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References listed on IDEAS
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More about this item
Keywords
return modelling; stock indices; inancial time series; Granger causality;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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