SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A Tale of Two Indices: The Story of the NASDAQ and the SENSEX · Study

ArticleShelves

ArticleA Tale of Two Indices: The Story of the NASDAQ and the SENSEX

Kaushik Bhattacharya2003

Article2003

A Tale of Two Indices: The Story of the NASDAQ and the SENSEX

Kaushik Bhattacharya

16 citations·0/0 files stored·Journal of Quantitative Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 16 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1988Testing for a Unit Root in Time Series Regression 1988Statistical analysis of cointegration vectors 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1980Macroeconomics and Reality 1987Time Series Regression with a Unit Root 2010Critical Values for Cointegration Tests

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2004International portfolio diversification to Central European stock marketsarticle · 10 shared references 1995A fractional cointegration approach to empirical tests of PPP: New evidence and methodological implications from an application to the Taiwan/US dollar relationshiparticle · 9 shared references 1995Dynamic Econometricsbook · 8 shared references 2004Tourism as a Long-Run Economic Growth Factor: An Empirical Investigation for Greece Using Causality Analysisarticle · 8 shared references 1994Chapter 47 Vector autoregressions and cointegrationchapter · 8 shared references 1996Time-Series-Based Econometricsbook · 8 shared references

Details

Year2003

Typearticle

Published2003-01-01

VenueJournal of Quantitative Economics

ISSN-L0971-1554

Languageen

Citations16

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1007/bf03404651

openalex_workW2904359474

Links

Imported from OpenAlex (CC0) — nothing here is generated.