An index of co-movements in financial time series
by Enrique Sentana and Mushtaq Shah
| Year of publication: |
1994
|
|---|---|
| Authors: | Sentana, Enrique ; Shah, Mushtaq |
| Publisher: |
London |
| Subject: | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index | Finanzmarkt | Financial market | Index | Index number | Theorie | Theory | Index-Futures | Index futures | Wechselkurs | Exchange rate |
| Extent: | 29 S. graph. Darst. |
|---|---|
| Series: | Discussion paper series / LSE Financial Markets Group. - London, ISSN 0956-8549, ZDB-ID 2202548-0. - Vol. 193 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000893176