Work

Measuring capital market efficiency: Global and local correlations structure

Year: 2012

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2012.08.003

Authors: Ladislav Kristoufek, Miloslav Vosvrda

Institutions: Czech Academy of Sciences, Charles University, Czech Academy of Sciences, Institute of Information Theory and Automation

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

Funder: Grantová Agentura České Republiky

Awards: G8106460475, G997307642

OpenAlex ID: W2142752097

FWCI: 19.9

Cites: 56

Cited by: 185

Related to: 10