The synchronicity between the stock and the stock index via information in market

DOI10.1016/J.PHYSA.2017.11.065OpenAlexW2770643083MaRDI QIDQ2148257FDOQ2148257

Authors: Hai-Ling Gao, Jiang-Cheng Li, Wei Guo, Dong-Cheng Mei 

Publication date: 23 June 2022

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

Full work available at URL: https://doi.org/10.1016/j.physa.2017.11.065

zbMATH Keywords

synchronicityHeston modelmarket information

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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