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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