Work

Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects

Year: 2010

Type: article

Source: RePEc: Research Papers in Economics

Authors: Eduard Baumöhl, Tomáš Výrost

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1566524236

FWCI: 5.572

Cites: 27

Cited by: 43

Related to: 10