High frequency analysis of lead-lag relationships between financial markets
| Year of publication: |
1997
|
|---|---|
| Authors: | Nijman, T.E. ; de Jong, F.C.J.M. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Journal of Empirical Finance (1997), v.4, nr.2-3, p.259-277 |
| Source: |
Persistent link: https://www.econbiz.de/10011087394