Multiscaled Cross-Correlation Dynamics in Financial Time-Series
Download full text from publisher
Other versions of this item:
- T. Conlon & H. J. Ruskin & M. Crane, 2009. "Multiscaled Cross-Correlation Dynamics In Financial Time-Series," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 12(04n05), pages 439-454.
References listed on IDEAS
- Pissarides,, 2009. "Labour Market Adjustment," Cambridge Books, Cambridge University Press, number 9780521106061.
- UNCITRAL & INSOL & World Bank, 2009. "Eighth Joint Multinational Judicial Colloquium," World Bank Other Operational Studies 12806, The World Bank.
- repec:wsi:ijmpcx:v:18:y:2007:i:08:n:s0129183107011297 is not listed on IDEAS
- repec:pal:jorsoc:v:60:y:2009:i:11:d:10.1057_jors.2009.92 is not listed on IDEAS
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:spr:jeicoo:v:12:y:2017:i:3:d:10.1007_s11403-016-0176-x is not listed on IDEAS
- Silvo Dajcman, 2012. "The Dynamics of Return Comovement and Spillovers Between the Czech and European Stock Markets in the Period 1997–2010," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(4), pages 368-390, August.
- repec:exl:2manag:v:17:y:2016:i:1:p:59-75 is not listed on IDEAS
- Henryk Gurgul & Artur Machno, 2017. "The impact of asynchronous trading on Epps effect on Warsaw Stock Exchange," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 25(2), pages 287-301, June.
- Zhang, Yiting & Lee, Gladys Hui Ting & Wong, Jian Cheng & Kok, Jun Liang & Prusty, Manamohan & Cheong, Siew Ann, 2011. "Will the US economy recover in 2010? A minimal spanning tree study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(11), pages 2020-2050.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:1001.0497. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (arXiv administrators). General contact details of provider: http://arxiv.org/ .