Asymmetric multiscale detrended cross-correlation analysis of financial time series
Year: 2014
Type: article
DOI: 10.1063/1.4893442
Authors: Yi Yin, Pengjian Shang
Institution: Beijing Jiaotong University
Language: English
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W1987650244