The linear dependence and feedback spectra between stock market and economy

International Journal of Theoretical and Applied Finance

Volumn 10, Issue 3, 2007, Pages 437-447

  Xia, Pan ^a  

^a MACAU UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Macao)

Author keywords

Economic barometer; Linear dependence; Multivariate time series; Spectral feedback

Indexed keywords

EID: 34247391078     PISSN: 02190249     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219024907004305     Document Type: Article

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