Correlations in the Bond–Future Market
Year of publication: |
2004-11-05
|
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Authors: | Cuniberti, Gianaurelio ; Raberto, Marco ; Scalas, Enrico |
Institutions: | EconWPA |
Subject: | Random walk | complex systems | financial markets |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - pdf; pages: 10. Preprint pdf version of a paper published in Physica A, vol.269, no.1, p.90-7, 1 July 1999. 10 pages |
Classification: | G - Financial Economics |
Source: |
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