On The Application Of The Cross-Correlations In The Chinese Fund Market: Descriptive Properties And Scaling Behaviors
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DOI: 10.1142/S0219525911002871
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- Okada, Akira, 2010. "Toshiji Kawagoe, Experimental Economics," Economic Review, Hitotsubashi University, vol. 61(1), pages 85-87, January.
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Keywords
Cross-correlation; random matrix theory; scaled factorial moment; correlation strength; power-law;All these keywords.
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