Time varying integration between countries and industries

Additional Metadata
Keywords	financial integration; correlation; PCA; DCC GARCH; CAPM; regime switching; diversification benefits
Thesis Advisor	Kole, H.J.W.G.
Persistent URL	hdl.handle.net/2105/62852
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Oeveren, M.T. van. (2022, August 4). Time varying integration between countries and industries. Econometrie. Retrieved from http://hdl.handle.net/2105/62852

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