Statistical inference of co-movements of stocks during a financial crisis
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References listed on IDEAS
- H. Dewachter & R. Houssa & P.R. Kaltwasser, 2011. "Introduction," Review of Business and Economic Literature, Intersentia, vol. 56(4), pages 378-382, December.
- N. Lesca, 2011. "Introduction," Post-Print halshs-00640604, HAL.
- C. Dominguez-Pery, 2011. "Introduction," Post-Print halshs-00740570, HAL.
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- Mitsuaki Murota & Jun-ichi Inoue, 2014. "Large-scale empirical study on pairs trading for all possible pairs of stocks listed on the first section of the Tokyo Stock Exchange," Papers 1412.7269, arXiv.org, revised Mar 2015.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-09-26 (All new papers)
- NEP-ETS-2013-09-26 (Econometric Time Series)
- NEP-FMK-2013-09-26 (Financial Markets)
- NEP-FOR-2013-09-26 (Forecasting)
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