A multiscaling test of causality effects among international stock markets

Cheng David Zhang, Francis Haeuck In, Alan Arthur Farley

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	91 - 112
Number of pages	22
Journal	Neural, Parallel and Scientific Computations
Volume	12
Publication status	Published - 2004

Cite this

@article{a833c9379d7647faa9194e2cb5612769,

title = "A multiscaling test of causality effects among international stock markets",

author = "Zhang, {Cheng David} and In, {Francis Haeuck} and Farley, {Alan Arthur}",

year = "2004",

language = "English",

volume = "12",

pages = "91 -- 112",

journal = "Neural, Parallel and Scientific Computations",

issn = "1061-5369",

}