An Empirical Study on Synchronization Used Time-Varying Correlation and Portfolio Effect Major Stock Markets in Asia
-
Published:2009-09
Issue:3
Volume:8
Page:1-24
-
ISSN:1738-124X
-
Container-title:Korean Journal of Financial Engineering
-
language:en
-
Short-container-title:koreanjournaloffinancialengineering
Author:
Tae-Hyuk Kim ,김보은 ,임순영
Publisher
Korean Association of Financial Engineering