An analysis of lead-lag structures using a frequency domain approach: Empirical evidence from the Finnish and Swedish stock markets
Year of publication: |
1995
|
---|---|
Authors: | Knif, J. ; Pynnönen, S. ; Luoma, M. |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 81.1995, 2, p. 259-270
|
Saved in:
Saved in favorites
Similar items by person
-
Different Beta Estimation Techniques in Infrequently Traded and Inefficient Stock Markets
Luoma, M., (1994)
-
A new look at the volatility information flows between stock markets
Pynnönen, Seppo, (1994)
-
Knif, Johan, (1993)
- More ...