The Adjustment of the Yule-Walker Relations in VAR Modelling: The Impact of the Euro on the Hong Kong Stock Market

Timothy J Brailsford, Jammie H C Penm, Deane Terrell

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

Original language	English
Pages (from-to)	35-58
Journal	Multinational Finance Journal
Volume	5
Issue number	1
Publication status	Published - 2001

Cite this

@article{598bcb02ee7f43b29d161a554f8ea617,

title = "The Adjustment of the Yule-Walker Relations in VAR Modelling: The Impact of the Euro on the Hong Kong Stock Market",

author = "Brailsford, {Timothy J} and Penm, {Jammie H C} and Deane Terrell",

year = "2001",

language = "English",

volume = "5",

pages = "35--58",

journal = "Multinational Finance Journal",

publisher = "Multinational Finance Society",

number = "1",

}