Empirical study of recent Chinese stock market
Year of publication: |
2009
|
---|---|
Authors: | Jiang, J. ; Li, W. ; Cai, X. ; Wang, Qiuping A. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 388.2009, 9, p. 1893-1907
|
Publisher: |
Elsevier |
Subject: | Correlation | Omori-like dynamics | Scaling behavior | Mean-variance analysis | Financial markets |
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