High frequency analysis of lead-lag relationships between financial markets

F.C.J.M. de Jong and T.E. Nijman
Additional contact information
F.C.J.M. de Jong: Tilburg University, School of Economics and Management
T.E. Nijman: Tilburg University, School of Economics and Management

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 1995
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... 03f9f76e212/download (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiutis:acf240c5-b781-4f5f-a519-db18f4376e1f

Access Statistics for this paper

More papers in Other publications TiSEM from Tilburg University, School of Economics and Management
Bibliographic data for series maintained by Richard Broekman ().