Unraveling Hidden Order in the Dynamics of Developed and Emerging Markets

The characterization of asset price returns is an important subject in modern finance. Traditionally, the dynamics of stock returns are assumed to lack any temporal order. Here we present an analysis of the autocovariance of stock market indices and unravel temporal order in several major stock mark...

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Detalles Bibliográficos
Autores principales: Berman, Yonatan, Shapira, Yoash, Ben-Jacob, Eshel
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2014
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4226548/
https://www.ncbi.nlm.nih.gov/pubmed/25383630
http://dx.doi.org/10.1371/journal.pone.0112427

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4226548/
https://www.ncbi.nlm.nih.gov/pubmed/25383630
http://dx.doi.org/10.1371/journal.pone.0112427

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