Dynamic cross-autocorrelation in stock returns

Jyri Kinnunen

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review

Original language	English
Title of host publication	Proceedings of 20th Global Finance Conference (GFC)
Publisher	Global Finace Association (GFA)
Publication date	2013
Publication status	Published - 2013
MoE publication type	A4 Article in conference proceedings
Event	2013 Annual Global Finance Conference (GFC) - Monterey, California, United States Duration: 20.05.2013 → 22.05.2013 Conference number: 20

Keywords

@inproceedings{68525fc1b8b04cc290a379748a93b580,

title = "Dynamic cross-autocorrelation in stock returns",

keywords = "511 Economics, 512 Business and Management",

author = "Jyri Kinnunen",

note = " Volume: Proceeding volume: ; 2013 Annual Global Finance Conference (GFC), GFC ; Conference date: 20-05-2013 Through 22-05-2013",

year = "2013",

language = "English",

booktitle = "Proceedings of 20th Global Finance Conference (GFC)",

publisher = "Global Finace Association (GFA)",

}

TY - GEN

T1 - Dynamic cross-autocorrelation in stock returns

AU - Kinnunen, Jyri

N1 - Conference code: 20

PY - 2013

Y1 - 2013

KW - 511 Economics

KW - 512 Business and Management

M3 - Conference contribution

BT - Proceedings of 20th Global Finance Conference (GFC)

PB - Global Finace Association (GFA)

T2 - 2013 Annual Global Finance Conference (GFC)

Y2 - 20 May 2013 through 22 May 2013

ER -