羽森茂之著/証券市場の経験的調査:CCFのアプローチ
An Empirical Investigation of Stock Markets
The CCF Approach
Research Monographs in Japan-U.S. Business and Economics Vol.8
Hamori, Shigeyuki
- 出版社:Springer
- 出版年月:2003年 00月
- ISBN:9781402075179
- 装丁:HRD
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装丁について
- 言語:ENG
- 版次:2003. 152 p.
- 巻数・ページ数:152 p.
- 内容紹介:
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Contributes to the literature on the movements of stock prices in major economies, i.e. Germany, Japan, the UK and the USA, with the cross-correlation function (CCF) approach.