Salient features of dependence in daily US stock market indices

  1. Gil-Alana, L.A.
  2. Cunado, J.
  3. De Gracia, F.P.
Journal:
Physica A: Statistical Mechanics and its Applications

ISSN: 0378-4371

Year of publication: 2013

Volume: 392

Issue: 15

Pages: 3198-3212

Type: Article

DOI: 10.1016/J.PHYSA.2013.03.040 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus