Dynamic cross-autocorrelation in stock returns

Jyri Kinnunen

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

Original languageEnglish
Title of host publicationProceedings of 20th Global Finance Conference (GFC)
PublisherGlobal Finace Association (GFA)
Publication date2013
Publication statusPublished - 2013
MoE publication typeA4 Article in conference proceedings
Event2013 Annual Global Finance Conference (GFC) - Monterey, California, United States
Duration: 20.05.201322.05.2013
Conference number: 20

Keywords

  • 511 Economics
  • 512 Business and Management

Cite this

Kinnunen, J. (2013). Dynamic cross-autocorrelation in stock returns. In Proceedings of 20th Global Finance Conference (GFC) Global Finace Association (GFA).