Statistical Properties, Dynamic Conditional Correlation and Scaling Analysis: Evidence from Dow Jones and NASDAQ High-Frequency Data

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/47243

Title:	Statistical Properties, Dynamic Conditional Correlation and Scaling Analysis: Evidence from Dow Jones and NASDAQ High-Frequency Data
Authors:	Chinag, T. C. Yu, H. -C. Wu, M. -C.
Issue Date:	2009-02-01
Relation:	PHYSICA A388, 1555-1570
URI:	http://ir.sinica.edu.tw/handle/201000000A/47243
URL:	http://www.phys.sinica.edu.tw/~statphys/publications/2009_full_text/T_C_Chiang_Physica_A_388_1555(2009).pdf
Appears in Collections:	物理研究所

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