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Interdependencies and Causalities in Coupled Financial Networks
We explore the foreign exchange and stock market networks for 48 countries from 1999 to 2012 and propose a model, based on complex Hilbert principal component analysis, for extracting significant lead-lag relationships between these markets. The global set of countries, including large and small cou...
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| Publicado no: | PLoS One |
|---|---|
| Main Authors: | , , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Public Library of Science
2016
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4792465/ https://ncbi.nlm.nih.gov/pubmed/26977806 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0150994 |
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