An analysis of lead-lag structures using a frequency domain approach: Empirical evidence from the Finnish and Swedish stock markets

DOI10.1016/0377-2217(93)E0321-NzbMath0928.91041OpenAlexW1994873482MaRDI QIDQ1129894

Martti Luoma, Seppo Pynnönen, Johan Knif

Publication date: 16 August 1998

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(93)e0321-n

zbMATH Keywords

two closely related small stock markets

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (1)

Using wavelets in the measurement of multiscale dependence between Saudi and selected foreign stock markets

Cites Work

• TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
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