A time series analysis of the Shanghai and New York stock price indices

Annals of Economics and Finance

Volumn 4, Issue 1, 2003, Pages 17-35

  Chow, Gregory C ^a   Lawler, Caroline C ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

Autoregressions; Granger causality; New York stock price; Rate of return; Shanghai stock price; Spurious correlation; Time series analysis; Volatility

Indexed keywords

EID: 33847336611     PISSN: 15297373     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (12)

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