Volatility Co-Movement in Stock Markets
The volatility and log-price collective movements among stocks of a given market are studied in this work using co-movement functions inspired by similar functions in the physics of many-body systems, where the collective motions are a signal of structural rearrangement. This methodology is aimed to...
| প্রধান লেখক: | , , , , |
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| বিন্যাস: | info:eu-repo/semantics/article |
| ভাষা: | English |
| প্রকাশিত: |
MDPI
2021
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| বিষয়গুলি: | |
| অনলাইন ব্যবহার করুন: | http://hdl.handle.net/10835/10250 https://doi.org/10.3390/math9060598 |