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Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 73, Issue 6, 2006, Pages

Return-volatility correlation in financial dynamics

(4) Qiu, T a Zheng, B a,b Ren, F a Trimper, S b

a ZHEJIANG UNIVERSITY (China)

b MARTIN LUTHER UNIVERSITY HALLE WITTENBERG (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

DATA REDUCTION; FINANCE; FINANCIAL DATA PROCESSING; INDUSTRIAL ECONOMICS;

ANTILEVERAGE EFFECT; FINANCIAL DYNAMICS; FINANCIAL INDICES; VOLATILITY CORRELATION;

STATISTICAL METHODS;

EID: 33744941123 PISSN: 15393755 EISSN: 15502376 Source Type: Journal
DOI: 10.1103/PhysRevE.73.065103 Document Type: Article

Times cited : (66)

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