Study of statistical correlations in intraday and daily financial return time series
Gayatri Tilak, Tamás Széll, Rémy Chicheportiche, and Anirban Chakraborti
| Year of publication: |
2013
|
|---|---|
| Authors: | Tilak, Gayatri ; Széll, Tamás ; Chicheportiche, Rémy ; Chakraborti, Anirban |
| Published in: |
Econophysics of systemic risk and network dynamics : [Econophys-Kolkata VI Conference]. - Milan : Springer, ISBN 978-88-470-2552-3. - 2013, p. 77-104
|
| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Korrelation | Correlation | Ökonophysik | Econophysics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010211864