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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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Détails bibliographiques
Publié dans:PLoS One
Auteurs principaux: Berman, Yonatan, Shapira, Yoash, Ben-Jacob, Eshel
Format: Artigo
Langue:Inglês
Publié: Public Library of Science 2014
Sujets:
Accès en ligne:https://ncbi.nlm.nih.gov/pmc/articles/PMC4226548/
https://ncbi.nlm.nih.gov/pubmed/25383630
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0112427
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