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of 4
pro vyhledávání: '"local lead-lag relationship"'
Autor:
Dawen Yan, Kin Keung Lai
Publikováno v:
Entropy, Vol 21, Iss 5, p 499 (2019)
The study of the lead-lag relationship between the Hong Kong offshore Renminbi (CNH) spot market and onshore (CNY) spot market is of great importance for its wide application in market risk management. In this paper, we study the correlation between
Externí odkaz:
https://doaj.org/article/149c14fedc594f0386880da699253aa4
Autor:
Kin Keung Lai, Dawen Yan
Publikováno v:
Entropy
Volume 21
Issue 5
Entropy, Vol 21, Iss 5, p 499 (2019)
Volume 21
Issue 5
Entropy, Vol 21, Iss 5, p 499 (2019)
The study of the lead-lag relationship between the Hong Kong offshore Renminbi (CNH) spot market and onshore (CNY) spot market is of great importance for its wide application in market risk management. In this paper, we study the correlation between
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::95c2f0bb468482de95ec8311bc51e1c9
http://europepmc.org/articles/PMC7514989
http://europepmc.org/articles/PMC7514989
Akademický článek
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Publikováno v:
IEEE Transactions on Knowledge & Data Engineering; Jan2015, Vol. 27 Issue 1, p115-129, 15p