An investigation of conditional autocorrelation and cross-autocorrelation in emerging markets
Robert W. Faff; David Hillier; Michael D. McKenzie
| Year of publication: |
2005
|
|---|---|
| Authors: | Faff, Robert W. ; Hillier, David ; McKenzie, Michael D. |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 8.2005, 3, p. 467-500
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| Subject: | Börsenkurs | Share price | Schwellenländer | Emerging economies | Theorie | Theory | Welt | World | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003140301