Open AccessEquity market integration of China and Southeast Asian countries: further evidence from MGARCH-ADCC and wavelet coherence analysis
Author(s) -
Ngô Thái Hưng
Publication year - 2019
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2019.2.201
Subject(s) - financial economics , economics , econometrics , china , stock (firearms) , equity (law) , vector autoregression , heteroscedasticity , business , geography , archaeology , political science , law
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