Empirical relationship between stocks' cross-correlation and stocks' volatility clustering

Journal of Statistical Mechanics: Theory and Experiment

Volumn 2013, Issue 5, 2013, Pages

  Micciche S ^a  

^a UNIVERSITY OF PALERMO   (Italy)

Author keywords

clustering techniques; financial instruments and regulation; socio economic networks; stochastic processes

Indexed keywords

EID: 84878784919     PISSN: None     EISSN: 17425468     Source Type: Journal    
DOI: 10.1088/1742-5468/2013/05/P05015     Document Type: Article

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