A detrended cross correlation analysis for stock markets of the United States, Japan, and the Europe

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作者：
Graduate School of Economics, Kobe University, 2-1 Rokko-dai, Nada, Kobe, Hyogo, Japan [1 ]
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来源：
Phys A Stat Mech Appl | 1600年 / 194-198期
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Compilation and indexing terms; Copyright 2024 Elsevier Inc;
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摘要：
Cross-covariance - Detrended cross-correlation analysis - Long range dependence - Power law distribution - Stock price
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