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MODELING INTERNATIONAL STOCK PRICE COMOVEMENTS WITH HIGH-FREQUENCY DATA

MODELING INTERNATIONAL STOCK PRICE COMOVEMENTS WITH HIGH-FREQUENCY DATA

Ben Ameur, Hachmi; Jawadi, Fredj; Louhichi, Wael; Idi Cheffou, Abdoulkarim

期刊名称Macroeconomic Dynamics
作者Ben Ameur, Hachmi; Jawadi, Fredj; Louhichi, Wael; Idi Cheffou, Abdoulkarim
印刷ISSN1365-1005
电子ISSN1469-8056
文件大小3113.15KB
发表时间2017-11-21
DOI10.1017/S1365100516000924
页码1-29

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