The relationship between WIG-subindexes: evidence from the Warsaw Stock Exchange
Evidence on links among the major Warsaw Stock Exchange subindexes using daily data from the period of 2011.03.01 to 2014.07.21 is provided in the paper. The empirical study for eleven WIG-sectoral subindexes with 844 observations was conducted by means of Regular Vine Copulas. The application of t...
Furkejuvvon:
| Váldodahkkit: | , |
|---|---|
| Materiálatiipa: | Artigo |
| Giella: | Inglês |
| Almmustuhtton: |
AGH UNIVERSITY PRESS
2015-02-01
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| Ráidu: | Managerial Economics |
| Liŋkkat: | https://journals.agh.edu.pl/manage/article/view/1367 |
| Fáddágilkorat: |
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