The impact of sampling frequency on intraday correlation and lead-lag relationships between index futures and individual stocks

Kwun Wing Fung, Francis Lau, Yiuman Tse

Research output: Contribution to conferencePaper

Original languageEnglish
Publication statusPublished - Oct 2014
Event3rd International Conference on Futures and Derivative Markets = 第三届期货与衍生品市场国际会议 - Shanghai, China
Duration: 31 Oct 20141 Nov 2014

Conference

Conference3rd International Conference on Futures and Derivative Markets = 第三届期货与衍生品市场国际会议
Period31/10/141/11/14

Cite this