The adjustment of the Yule-Walker relations in VAR modeling : the impact of the Euro on the Hong Kong stock market
Timothy J. Brailsford; Jack H. W. Penm; R. Deane Terrell
Year of publication: |
2001
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Authors: | Brailsford, Timothy J. ; Penm, Jack H. W. ; Deane Terrell, R. |
Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ, ISSN 1096-1879, ZDB-ID 14185507. - Vol. 5.2001, 1, p. 35-58
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