Correlations in economic time series

Physica A: Statistical Mechanics and its Applications

Volumn 245, Issue 3-4, 1997, Pages 437-440

  Liu, Yanhui ^a   Cizeau, Pierre ^a   Meyer, Martin ^a   Peng, C K ^a,b   Stanley, H Eugene ^a  

^a Boston University ^*  (United States)

^b BETH ISRAEL DEACONESS MEDICAL CENTER   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; ECONOMICS; SPECTRUM ANALYSIS;

DETRENDED FLUCTUATION ANALYSIS; FINANCIAL INDEX; POWER SPECTRUM ANALYSIS;

FINANCE;

EID: 0031273053     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(97)00368-3     Document Type: Article

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