Ma, Feng; Wei, Yu; Huang, Dengshi; Zhao, Lin - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 21, pp. 5356-5368
In this paper, we investigate the cross-correlation properties between West Texas Intermediate crude oil and the stock markets of the BRIC. We use not only the qualitative analysis of the cross-correlation test, but also take the quantitative analysis of the MF-DXA, confirming the...