Intraday Lead-Lag Relationships Between the Futures-, Options and Stock Market * (Q4798679)
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scientific article; zbMATH DE number 1880532
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Intraday Lead-Lag Relationships Between the Futures-, Options and Stock Market * |
scientific article; zbMATH DE number 1880532 |
Statements
Intraday Lead-Lag Relationships Between the Futures-, Options and Stock Market * (English)
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12 March 2003
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lead-lag relations
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high frequency data
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0.7652882933616638
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0.7327315211296082
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0.7204817533493042
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0.7176921963691711
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0.7109494805335999
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