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Analysis of correlation matrice, copula and Epps effect in stock market for various time intervals = 시간 간격에 따른 주식시장의 연관행렬 및 코플라, 엡스 효과 분석link Kwak, Young-Bin; 곽영빈; et al, 한국과학기술원, 2010 |
Dependence structure of the Korean stock market in high frequency data Kim, Min-Jae; Kwak, Young-Bin; Kim, Soo-Yong, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.390, no.5, pp.891 - 901, 2011-03 |
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