Barunik, J. & Vacha, L. & Kristoufek L.: Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data
| Author(s): | doc. PhDr. Jozef Baruník Ph.D., prof. PhDr. Ladislav Krištoufek Ph.D., Mgr. Lukáš Vácha Ph.D., |
|---|---|
| Type: | Article in collection |
| Year: | 2010 |
| Number: | 0 |
| ISSN / ISBN: | 978-80-7394-218-2 |
| Published in: | Mathematical Methods in Economics Proceedings (1), pp. 12-17 |
| Publishing place: | Ceske Budejovice |
| Keywords: | |
| JEL codes: | |
| Suggested Citation: | |
| Grants: | 402/09/0965: New Approaches for monitoring and prediction of capital markets 402/09/H045 - Nelineární dynamika v peněžní ekonomii a financích. Teorie a empirické modely IES Research Framework Institutional task (2005-2011) Integration of the Czech economy into European union and its development |
| Abstract: |
