Towards identifying the world stock market cross-correlations: DAX versus Dow Jones
Year of publication: |
2001
|
---|---|
Authors: | Drożdż, S ; Grümmer, F ; Ruf, F ; Speth, J |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 294.2001, 1, p. 226-234
|
Publisher: |
Elsevier |
Subject: | Econophysics | Cross-correlations |
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