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