Publikationsdatum:
2011-08-06
Beschreibung:
Author(s): Dong-Ming Song, Michele Tumminello, Wei-Xing Zhou, and Rosario N. Mantegna We investigate the daily correlation present among market indices of stock exchanges located all over the world in the time period January 1996 to July 2009. We discover that the correlation among market indices presents both a fast and a slow dynamics. The slow dynamics reflects the development and... [Phys. Rev. E 84, 026108] Published Fri Aug 05, 2011
Schlagwort(e):
Interdisciplinary physics
Print ISSN:
1539-3755
Digitale ISSN:
1550-2376
Thema:
Physik
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