An Empirical Investigation of Stock Markets

The CCF Approach

Autori

• Shigeyuki Hamori

Parametri

• 156 pagine
• 6 ore di lettura

• Economia e affari

Maggiori informazioni sul libro

Focusing on the empirical analysis of stock markets, this work employs the Cross-Correlation Function (CCF) approach to explore market dynamics and relationships. It delves into the statistical methods used to assess the interdependencies between different stock markets, providing insights into market behavior and trends. The book is aimed at researchers and practitioners interested in quantitative finance, offering a rigorous examination of market interactions and their implications for investment strategies.

Lingua: Inglese

Pubblicato: 2003

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