Stock price network autoregressive model with application to stock market turbulence.
Autor: | Khoojine, Arash Sioofy1 (AUTHOR) arashsioofy@sjtu.edu.cn, Han, Dong1 (AUTHOR) |
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Zdroj: | European Physical Journal B: Condensed Matter. Jul2020, Vol. 93 Issue 7, p1-15. 15p. |
Databáze: | Academic Search Ultimate |
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