scientific article; zbMATH DE number 6781396

zbMath1372.91120MaRDI QIDQ5361349

Per-Johan Andersson, Andreas Öberg, Thomas Guhr

Publication date: 27 September 2017

Full work available at URL: http://www.actaphys.uj.edu.pl/fulltext?series=Reg&vol=36&page=2611

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Measures of association (correlation, canonical correlation, etc.) (62H20) Economic time series analysis (91B84)

Related Items (1)

Emergence of correlations between securities at short time scales

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