مرکز منطقه ای اطلاع رساني علوم و فناوري - An analysis of lead-lag structures using a frequency domain approach: Empirical evidence from the Finnish and Swedish stock markets

Title of article :

An analysis of lead-lag structures using a frequency domain approach: Empirical evidence from the Finnish and Swedish stock markets

Author/Authors :

Johan Knif، نويسنده , , Seppo Pynn?nen، نويسنده , , Martti Luoma، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1995

Pages :

From page :

259

To page :

270

Keywords :

time series , Data analysis , Spectral analysis , finance

Journal title :

European Journal of Operational Research

Serial Year :

1995

Journal title :

European Journal of Operational Research

Record number :

217823

Link To Document :