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Multivariate Distributions in Non-Stationary Complex Systems II: Empirical Results for Correlated Stock Markets

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Heckens, Anton J., Manolakis, Efstratios, Schuhmann, Cedric, Guhr, Thomas
Formato:	Preprint
Publicado:	2024
Materias:	Statistical Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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