Computing white stylized facts on comovement. (Q1603862)
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scientific article; zbMATH DE number 1768034
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing white stylized facts on comovement. |
scientific article; zbMATH DE number 1768034 |
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Computing white stylized facts on comovement. (English)
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15 July 2002
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Stylized facts
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Comovement
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Cross correlation function
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Prewhitening
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0.7607619
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0.7480958
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0.7475297
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