A measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional market
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Publication:1673120
DOI10.1016/j.physa.2013.04.019zbMath1402.91934arXiv1207.1202WikidataQ56930887 ScholiaQ56930887MaRDI QIDQ1673120
Publication date: 11 September 2018
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.1202
91G80: Financial applications of other theories