MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES (Q3644885)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES |
scientific article |
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MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES (English)
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13 November 2009
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cross correlation
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eigenspectrum analysis
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wavelet multiscaling
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Epps effect
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high-frequency data
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econophysics
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