• Title of article

    High frequency analysis of lead-lag relationships between financial markets

  • Author/Authors

    Frank de Jong، نويسنده , , Theo Nijman، نويسنده ,

  • Issue Information
    دوماهنامه با شماره پیاپی سال 1997
  • Pages
    19
  • From page
    259
  • To page
    277
  • Journal title
    Journal of Empirical Finance
  • Serial Year
    1997
  • Journal title
    Journal of Empirical Finance
  • Record number

    130612