An Empirical Investigation of Stock Markets

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Focusing on the empirical analysis of stock markets, this work employs the Cross-Correlation Function (CCF) approach to explore market dynamics and relationships. It delves into the statistical methods used to assess the interdependencies between different stock markets, providing insights into market behavior and trends. The book is aimed at researchers and practitioners interested in quantitative finance, offering a rigorous examination of market interactions and their implications for investment strategies.