Scientific paper - Original scientific paper
Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices
Physical Review E, 83 (2011), 4; https://doi.org/10.1103/PhysRevE.83.046121

Wang, Duan; Podobnik, Boris; Horvatić, Davor; Stanley, H. Eugene

Cite this document

Wang, D., Podobnik, B., Horvatić, D. & Stanley, H. E. (2011). Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices. Physical Review E, 83. (4). doi: 10.1103/PhysRevE.83.046121

Wang, Duan, et al. "Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices." Physical Review E, vol. 83, no. 4, 2011. https://doi.org/10.1103/PhysRevE.83.046121

Wang, Duan, Boris Podobnik, Davor Horvatić and H. Eugene Stanley. "Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices." Physical Review E 83, no. 4 (2011). https://doi.org/10.1103/PhysRevE.83.046121

Wang, D., et al. (2011) 'Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices', Physical Review E, 83(4). doi: 10.1103/PhysRevE.83.046121

Wang D, Podobnik B, Horvatić D, Stanley HE. Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices. Physical Review E [Internet]. 2011 [cited 2020 November 27];83(4). doi: 10.1103/PhysRevE.83.046121

D. Wang, B. Podobnik, D. Horvatić and H. E. Stanley, "Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices", Physical Review E, vol. 83, no. 4, 2011. [Online]. Available at: https://urn.nsk.hr/urn:nbn:hr:217:859576. [Accessed: 27 November 2020]

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