Multi-scale correlations in different futures markets
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Publication:978788
DOI10.1140/epjb/e2007-00216-2zbMath1189.91112arXiv0707.3321OpenAlexW3105801859MaRDI QIDQ978788
Tiziana Di Matteo, Tomaso Aste, Margherita Bartolozzi, Chris Mellen
Publication date: 25 June 2010
Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0707.3321
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Economic time series analysis (91B84)
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