An analysis of cross-correlations in an emerging market

被引：64
|
作者：
Wilcox, Diane [1 ]
Gebbie, Tim [2 ]
机构：
[1] Department of Mathematics and Applied Mathematics, University of Cape Town, Rondebosch, 7700, South Africa
[2] Futuregrowth Asset Management, Private Bag X6, Newlands 7725, South Africa
来源：
Physica A: Statistical Mechanics and its Applications | 2007年 / 375卷 / 02期
关键词：
D O I：
10.1016/j.physa.2006.10.030
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：584 / 598
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