Analysis of extreme events on emerging capital markets
This study deals with the statistical methods of contagion-effects on emerging capital markets. After fitting probability distribution on the empirical data, and cross-market correlation sensibility test were used on time series (2002-2009) of Hungarian, Polish Russian and US government bond, stock...
Elmentve itt :
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| Dokumentumtípus: | Könyv része |
| Megjelent: |
2010
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| Sorozat: | Proceedings of the Challenges for Analysis of the Economy, the Businesses, and Social Progress : International Scientific Conference Szeged, November 19-21, 2009
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| Kulcsszavak: | Tőkepiac, Statisztikai módszer - adatelemzés |
| Online Access: | http://acta.bibl.u-szeged.hu/57822 |