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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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| Publicado no: | PLoS One |
|---|---|
| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Public Library of Science
2014
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| Assuntos: | |
| Acesso em linha: | 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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