A postcard from the past: The behavior of U.S. stock markets during 1871–1938
Year of publication: |
2007
|
---|---|
Authors: | Fernandez, Viviana |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 386.2007, 1, p. 267-282
|
Publisher: |
Elsevier |
Subject: | Econophysics | Volatility shifts | Wavelets | Spatial correlation |
-
Portfolio management implications of volatility shifts: Evidence from simulated data
Fernandez, Viviana, (2006)
-
Scale-free avalanche dynamics in the stock market
Bartolozzi, M., (2006)
-
Price clustering and discreteness: is there chaos behind the noise?
Antoniou, Antonios, (2005)
- More ...
-
Multi‐period hedge ratios for a multi‐asset portfolio when accounting for returns co‐movement
Fernandez, Viviana, (2008)
-
Commodity futures and market efficiency: A fractional integrated approach
Fernandez, Viviana, (2010)
-
Spatial linkages in international financial markets
Fernandez, Viviana, (2011)
- More ...