Time-dependent cross-correlations between different stock returns: A directed network of influence

Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

Volumn 66, Issue 2, 2002, Pages

  Kullmann, L ^a   Kertesz J ^a,b   Kaski, K ^b  

^a BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

^b AALTO UNIVERSITY   (Finland)

Author keywords

[No Author keywords available]

Indexed keywords

COST EFFECTIVENESS; DATA ACQUISITION; INDUSTRY; MARKETING; PROBLEM SOLVING; RISK MANAGEMENT; STATISTICAL METHODS;

CORRELATION FUNCTIONS; DATASET; STOCK PRICES; TIME SHIFT;

INDUSTRIAL ECONOMICS;

EID: 41349085559     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.66.026125     Document Type: Article

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