A DCC analysis of stock market and exchange rates: An evidence study of the South Korea Country

3rd International Conference on Innovative Computing Information and Control, ICICIC'08

Volumn , Issue , 2008, Pages 266-269

  Horng, Wann Jyi ^a   Huang, Ming Chi ^a  

^a CHIA NAN UNIVERSITY OF PHARMACY AND SCIENCE   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

COMMERCE;

ASYMMETRICAL EFFECTS; BIVARIATE-GARCH; DYNAMIC CONDITIONAL CORRELATIONS; EXCHANGE RATE VOLATILITIES; EXCHANGE RATES; MARKET RETURNS; MODEL CONSTRUCTION; SOUTH KOREA;

FINANCIAL MARKETS;

EID: 52449117413     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICICIC.2008.19     Document Type: Conference Paper

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