{"title":"新兴市场流动性共性评估中的非交易问题","authors":"J. Olbryś","doi":"10.12775/DEM.2018.004","DOIUrl":null,"url":null,"abstract":"K e y w o r d s: CEE; commonality in liquidity; GARCH; HAC; non-trading problem. J E L Classification: C32; C58; G15; O57.","PeriodicalId":31914,"journal":{"name":"Dynamic Econometric Models","volume":" ","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2018-12-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":"{\"title\":\"The Non-Trading Problem in Assessing Commonality in Liquidity on Emerging Stock Markets\",\"authors\":\"J. Olbryś\",\"doi\":\"10.12775/DEM.2018.004\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"K e y w o r d s: CEE; commonality in liquidity; GARCH; HAC; non-trading problem. J E L Classification: C32; C58; G15; O57.\",\"PeriodicalId\":31914,\"journal\":{\"name\":\"Dynamic Econometric Models\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2018-12-21\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"6\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Dynamic Econometric Models\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.12775/DEM.2018.004\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Dynamic Econometric Models","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.12775/DEM.2018.004","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 6
摘要
我很高兴我的朋友们都来了。流动性的共性;GARCH;肝;非交易问题。J E L分类:C32;C58;G15;O57。
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