The cross-correlations of stock markets based on DCCA and time-delay DCCA
作者： Aijing Lin , Pengjian Shang , Xiaojun Zhao
DOI: 10.1007/S11071-011-9991-8
关键词:
摘要: … different stock markets using the DCCA method. Lastly, we apply the DCCA based on time-… Section 4 is devoted to provide the detailed results of DCCA analysis and DCCA based on …
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