Work

Exponential smoothing weighted correlations

Year: 2012

Type: article

Source: The European Physical Journal B

DOI: 10.1140/epjb/e2012-20697-x

Authors: F. Pozzi, T. Di Matteo, T. Aste

Institutions: Australian National University, King's College London, University of Kent

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2051821822

FWCI: 17.61

Cites: 83

Cited by: 114

Related to: 10