Correlations, Delays and Financial Time Series
- 4 November 2007
- book chapter
- other
- Published by Springer Science and Business Media LLC
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- A theory of power-law distributions in financial market fluctuationsNature, 2003
- Random matrix approach to cross correlations in financial dataPhysical Review E, 2002
- Statistical properties of the volatility of price fluctuationsPhysical Review E, 1999
- When Are Contrarian Profits Due to Stock Market Overreaction?The Review of Financial Studies, 1990