Dependency structure and scaling properties of financial time series are related. (2014)

First Author: Morales R
Attributed to:  Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1038/srep04589

PubMed Identifier: 24699417

Publication URI: http://europepmc.org/abstract/MED/24699417

Type: Journal Article/Review

Volume: 4

Parent Publication: Scientific reports

ISSN: 2045-2322