Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study
Year of publication: |
2014-06-28
|
---|---|
Authors: | Jusoh, Hashim ; Bacha, Obiyathulla ; Masih, Abul Mansur M. |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Stock Index | Stock Index Futures | Lead-Lag Relationship | Continuous Wavelet Transform | Discrete Wavelet Transform |
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