Appropriate lag specification for daily responses of international stock markets

Bibliographic Information

Appropriate lag specification for daily responses of international stock markets

Yoshiro Tsutsui and Kenjiro Hirayama

(Discussion papers in economics and business, 99-13)

Graduate School of Economics and Osaka School of International Public Policy, Osaka University, 1999

Available at  / 2 libraries

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Note

Includes bibliographica references (p. 22-23)

Related Books: 1-1 of 1

Details

  • NCID
    BA48130654
  • Country Code
    ja
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Toyonaka
  • Pages/Volumes
    43 p.
  • Size
    21 cm
  • Parent Bibliography ID
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