Cross-correlations between the CSI300 index and commodity markets: non-stationary principal component analysis (NSPCA) (Q2162076)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross-correlations between the CSI300 index and commodity markets: non-stationary principal component analysis (NSPCA) |
scientific article |
Statements
Cross-correlations between the CSI300 index and commodity markets: non-stationary principal component analysis (NSPCA) (English)
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5 August 2022
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Pearson correlation coefficient
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detrended cross-correlation coefficient
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non-stationary principal component analysis (NSPCA)
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detrended cross-correlation analysis (DCCA)
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commodity markets
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CSI300 index
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