Cross-correlations in Warsaw stock exchange

Acta Physica Polonica A

Volumn 114, Issue 3, 2008, Pages 561-568

  Rak, R ^a   Kwapien J ^b   Drozdz, S ^a,b   Oswiecimka P ^b  

^a UNIVERSITY OF RZESZÓW   (Poland)

^b INSTITUTE OF NUCLEAR PHYSICS   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

COMMERCE; FINANCE;

CORRELATION MATRIX ANALYSIS; CROSS CORRELATIONS; EMERGING MARKETS; MATURE MARKETS; ONE-FACTOR; SATURATION LEVELS; STOCK EXCHANGE; TIME-SCALES;

FINANCIAL MARKETS;

EID: 50849105745     PISSN: 05874246     EISSN: None     Source Type: Journal    
DOI: 10.12693/APhysPolA.114.561     Document Type: Conference Paper

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