Multiscaled Cross-Correlation Dynamics in Financial Time-Series
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- T. Conlon & H. J. Ruskin & M. Crane, 2009. "Multiscaled Cross-Correlation Dynamics In Financial Time-Series," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 12(04n05), pages 439-454.
References listed on IDEAS
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This paper has been announced in the following NEP Reports:- NEP-RMG-2010-01-16 (Risk Management)
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