Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects
Grangerov test kauzality a analýza akciových indexov vybraných ázijských, európskych a amerických trhov. Skúmanie akciových indexov krajín z hľadiska časového pásma. Problémy spôsobené prítomnosťou efektu nesynchrónneho obchodovania.
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| Sprache: | Englisch |
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