Short-, long- and cross-term comovement of OMXH25 stocks
Year of publication: |
2019
|
---|---|
Authors: | Jach, Agnieszka ; Felixson, Karl |
Published in: |
Nordic journal of business : NJB. - Aalto : [Verlag nicht ermittelbar], ISSN 2342-9011, ZDB-ID 2826192-6. - Vol. 68.2019, 3, p. 23-39
|
Subject: | Comovements | time scale | codependence | time-varying | returns | volumes | Nasdaq Helsinki | Schätzung | Estimation | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Korrelation | Correlation | Aktienmarkt | Stock market | Handelsvolumen der Börse | Trading volume |
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