Currency crises and structural breaks in autocorrelation on the BRICS’ stock markets
Identification of substantial changes in autocorrelation of BRICs’ stock markets index returns after experiencing these failures of financial systems in Russia, Brazil and Chinese. Testing for structural breaks in an ARMA-GARCH-model on the crisis dates.
| Рубрика | Экономико-математическое моделирование |
| Вид | статья |
| Язык | английский |
| Дата добавления | 28.01.2017 |
| Размер файла | 25,7 K |
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