Seasonality of the covariance and correlation matrices of stock returns : Hong Kong evidence
Gordon Y. N. Tang
| Year of publication: |
2000
|
|---|---|
| Authors: | Tang, Gordon Y. N. |
| Published in: |
Advances in Pacific Basin financial markets. - Stamford, Conn. : JAI Press, ZDB-ID 1236143-4. - Vol. 6.2000, p. 125-135
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Saisonale Schwankungen | Seasonal variations | Hongkong | Hong Kong | Korrelation | Correlation | 1981-1992 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Advances in Pacific Basin financial markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001487759