Repository logo
 
Thumbnail Image
Publication

Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient

2019-11-21Journal article Restricted access
http://hdl.handle.net/10400.26/38011
Use this identifier to reference this record.

Authors

Advisor(s)

Abstract(s)

Description

Keywords

URI

http://hdl.handle.net/10400.26/38011

Pedagogical Context

Citation

Research Projects

Organizational Units

Journal Issue

Publisher

DOI

10.1007/s00181-019-01806-1

Collections

VALORIZA - Artigos em Revistas Científicas

CC License

Altmetrics