Characteristics of the Polish stock market correlations
Marek Gałązka
Year of publication: |
2011
|
---|---|
Authors: | Gałązka, Marek |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 20.2011, 1, p. 1-5
|
Subject: | Emerging markets | Scale-free network | Complex system | Random graph | Financial correlations | Korrelation | Correlation | Schwellenländer | Emerging economies | Polen | Poland | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income |
Saved in:
Saved in favorites
Similar items by subject
-
Intraday patterns in time-varying correlations among Central European stock markets
Wójtowicz, Tomasz, (2016)
-
Amin, Abu S., (2014)
-
Cagliesi, Gabriella, (2021)
- More ...
Similar items by person
-
Characteristics of the Polish Stock Market correlations
Gałązka, Marek, (2011)
- More ...