High frequency analysis of lead-lag relationships between financial markets
Year of publication: |
1997
|
---|---|
Authors: | de Jong, Frank ; Nijman, Theo |
Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 4.1997, 2-3, p. 259-277
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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