An index of co-movements in financial time series
By: Enrique Sentana and Mushtaq Shah.
Contributors: Shah, Mushtaq.
Series: Financial Markets Group discussion paper series / London School of Economics, Financial Markets Group -- no.193; Financial Markets Group discussion paper (London School of Economics, Financial markets Group) -- no.193.
Publisher: London School ofEconomics, Financial Markets Group
Published: 1994
Place of publication: London
Language: eng