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Unraveling hidden order in the dynamics of developed and emerging markets.
The characterization of asset price returns is an important subject in modern finance. Traditionally, the dynamics of stock returns are assumed to lack any temporal order. Here we present an analysis of the autocovariance of stock market indices and unravel temporal order in several major stock mark...
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| Main Authors: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Public Library of Science (PLoS)
2014-01-01
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| Colecção: | PLoS ONE |
| Acesso em linha: | http://europepmc.org/articles/PMC4226548?pdf=render |
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