Causalities of the Taiwan stock market

DOI10.1016/S0378-4371(02)01842-3zbMath1072.91630MaRDI QIDQ1873976

Julian Juhi-Lian Ting

Publication date: 21 May 2003

Published in: Physica A (Search for Journal in Brave)

zbMATH Keywords

volatilitydual time seriesfirst-order Landau expansion

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

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• High-frequency cross-correlation in a set of stocks

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