A new approach to quantify power-law cross-correlation and its application to commodity markets
Year of publication: |
2011
|
---|---|
Authors: | He, Ling-Yun ; Chen, Shu-Peng |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 390.2011, 21, p. 3806-3814
|
Publisher: |
Elsevier |
Subject: | DMCA | DCCA | Power-law cross-correlation | Crude oil spot markets |
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