A Study on Constant and Time Varying Covariance Dynamics of Insurance Stock Price in Korean Capital Market
Author(s) -
손관설,
김계홍
Publication year - 2009
Publication title -
the journal of risk management
Language(s) - English
Resource type - Journals
ISSN - 1229-103X
DOI - 10.21480/tjrm.20.2.200912.006
Subject(s) - economics , stock market , stock (firearms) , constant (computer programming) , covariance , econometrics , stock price , financial economics , mathematics , computer science , statistics , series (stratigraphy) , engineering , geography , mechanical engineering , paleontology , programming language , context (archaeology) , archaeology , biology
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