Time-varying conditional correlation : effect on international portfolio diversification in Southeast Asia

Time-varying conditional correlation effect on international portfolio diversification in Southeast Asia

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Bibliographic Details
Main Author: Mikkonen, Teemu
Other Authors: Kauppakorkeakoulu, School of Business and Economics, Taloustieteet, University of Jyväskylä, Jyväskylän yliopisto, Kansantaloustiede, Economics, 2041
Format: Master's thesis
Language:eng
Published: 2017
Subjects:
Emerging Markets
International diversification
Market correlation
Time-varying conditional correlation
GARCH
kehittyvät markkinat
markkinat (taloustiede)
korrelaatio
hajautus
kansainvälinen talous
markkinat
Kaakkois-Aasia
Yhdysvallat
Online Access: https://jyx.jyu.fi/handle/123456789/52762
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author Mikkonen, Teemu
author2 Kauppakorkeakoulu School of Business and Economics Taloustieteet University of Jyväskylä Jyväskylän yliopisto Kansantaloustiede Economics 2041
author_facet Mikkonen, Teemu Kauppakorkeakoulu School of Business and Economics Taloustieteet University of Jyväskylä Jyväskylän yliopisto Kansantaloustiede Economics 2041 Mikkonen, Teemu
author_sort Mikkonen, Teemu
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spellingShingle Mikkonen, Teemu Time-varying conditional correlation : effect on international portfolio diversification in Southeast Asia Emerging Markets International diversification Market correlation Time-varying conditional correlation GARCH kehittyvät markkinat markkinat (taloustiede) korrelaatio hajautus kansainvälinen talous markkinat Kaakkois-Aasia Yhdysvallat
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title Time-varying conditional correlation : effect on international portfolio diversification in Southeast Asia
title_alt Effect on international portfolio diversification in Southeast Asia
title_full Time-varying conditional correlation : effect on international portfolio diversification in Southeast Asia
title_fullStr Time-varying conditional correlation : effect on international portfolio diversification in Southeast Asia Time-varying conditional correlation : effect on international portfolio diversification in Southeast Asia
title_full_unstemmed Time-varying conditional correlation : effect on international portfolio diversification in Southeast Asia Time-varying conditional correlation : effect on international portfolio diversification in Southeast Asia
title_short Time-varying conditional correlation
title_sort time varying conditional correlation effect on international portfolio diversification in southeast asia
title_sub effect on international portfolio diversification in Southeast Asia
title_txtP Time-varying conditional correlation : effect on international portfolio diversification in Southeast Asia
topic Emerging Markets International diversification Market correlation Time-varying conditional correlation GARCH kehittyvät markkinat markkinat (taloustiede) korrelaatio hajautus kansainvälinen talous markkinat Kaakkois-Aasia Yhdysvallat
topic_facet Emerging Markets GARCH International diversification Kaakkois-Aasia Market correlation Time-varying conditional correlation Yhdysvallat hajautus kansainvälinen talous kehittyvät markkinat korrelaatio markkinat markkinat (taloustiede)
url https://jyx.jyu.fi/handle/123456789/52762 http://www.urn.fi/URN:NBN:fi:jyu-201701181187
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