Asymmetric dynamic relations between stock prices and mutual fund units in Japan : an application of hidden cointegration technique
Christos Alexakis; Apostolos Dasilas; Chris Grose
| Year of publication: |
2013
|
|---|---|
| Authors: | Alexakis, Christos A. ; Dasilas, Apostolos ; Grose, Chris |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 28.2013, p. 1-8
|
| Subject: | Börsenkurs | Share price | Japan | Investmentfonds | Investment Fund | Kointegration | Cointegration | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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/10009762718