Author:
Kwapień Jarosław,Gworek Sylwia,Drożdż Stanisław,Górski Andrzej
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Business and International Management
Reference24 articles.
1. Aiba Y, Hatano N, Takayasu H, Marumo K, Shimizu T (2002) Triangular arbitrage as an interaction among foreign exchange rates. Physica A 310: 467–479
2. Bonanno G, Lillo F, Mantegna RN (2001) High-frequency cross-correlation in a set of stocks. Quant Finance 1: 96–104
3. Bonanno G, Caldarelli G, Lillo F, Mantegna RN (2003) Topology of correlation-based minimal spanning trees in real and model markets. Phys Rev E 68: 046130
4. Bonanno G, Caldarelli G, Lillo F, Miccichè C, Vandewalle N, Mantegna RN (2004) Networks of equities in financial markets. Eur Phys J B 38: 363–371
5. Coelho R, Richmond P, Hutzler S, Lucey B (2007) Study of the correlations between stocks of different markets (preprint). arXiv:0710.5140
Cited by
60 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献