2018
DOI: 10.21202/1993-047x.12.2018.2.241-255
|View full text |Cite
|
Sign up to set email alerts
|

Non-synchronous time series is the main reason of US stock exchanges leadership in classic econometric models

Abstract: Online) Григорьев Р. А. Несинхронность временных рядов -основная причина лидерства бирж США в классических эконометрических моделях Grigoryev R. A. Non-synchronous time series is the main reason of US stock exchanges leadership in classic econometric models

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

0
0
0

Publication Types

Select...

Relationship

0
0

Authors

Journals

citations
Cited by 0 publications
references
References 16 publications
0
0
0
Order By: Relevance

No citations

Set email alert for when this publication receives citations?