Power law classification scheme of time series correlations. On the example of G20 group
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DOI: 10.1016/j.physa.2012.12.039
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- Miśkiewicz, Janusz & Tadla, Adrian & Trela, Zenon, 2019. "Does the monetary policy influenced cross-correlations on the main world stocks markets? Power Law Classification Scheme analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 519(C), pages 72-81.
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Keywords
Econophysics; Time series analysis; Correlation analysis; Network analysis;All these keywords.
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