Time scales involved in emergent market coherence
Year of publication: |
2004
|
---|---|
Authors: | Kwapień, J ; Drożdż, S ; Speth, J |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 337.2004, 1, p. 231-242
|
Publisher: |
Elsevier |
Subject: | Financial correlations | Market emergence | Coexistence of noise and collectivity |
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