id	author	title	date	pages	extension	mime	words	sentences	flesch	summary	cache	txt
work_7dybzs5z6raivnizas67aqkqye	Yingliang Weng	Modeling spatial and temporal dependencies among global stock markets	2016	3	.pdf	application/pdf	2071	102	42	Modeling spatial and temporal dependencies among global stock markets An intensive analysis of the dependence structure among stock markets is invaluable to financial experts, spatial and temporal dependencies among global stock markets, and that the relative values of conditional between one and other stock markets separately rather than simultaneously by using time series approaches such as GARCH models. to the estimation of the spatial dependencies among stock markets. Wied, and Guhr (2015), to model spatial dependence in stock returns Particularly, this paper investigates spatial and temporal dependencies among 24 global major stock markets over the period from 2000 to 2014 using dynamic spatial panel The current paper contributes to the economics and finance literature that studies the dependence structure among financial markets in several aspects. compared to other correlation approach in terms of modeling the dependence structure between financial time series.	./cache/work_7dybzs5z6raivnizas67aqkqye.pdf	./txt/work_7dybzs5z6raivnizas67aqkqye.txt