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

請用此 Handle URI 來引用此文件： http://ir.sinica.edu.tw/handle/201000000A/47243

題名:	Statistical Properties, Dynamic Conditional Correlation and Scaling Analysis: Evidence from Dow Jones and NASDAQ High-Frequency Data
作者:	Chinag, T. C. Yu, H. -C. Wu, M. -C.
公開日期:	2009-02-01
關聯:	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
顯示於：	物理研究所

顯示文件完整紀錄

上周
0

上個月

checked on 2022/12/31

檢查

TAIR相關文章