Correlation structures in short-term variabilities of stock indices and exchange rates

Research output: Contribution to journal › Article › peer-review

6 Citations (Scopus)

Original language	English
Pages (from-to)	96-101
Journal	PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume	383
DOIs	https://doi.org/10.1016/j.physa.2007.04.103
Publication status	Published - 2007

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@article{b6adcc64142b45398a88e4dad6b1488b,

title = "Correlation structures in short-term variabilities of stock indices and exchange rates",

author = "T. Nakamura and Michael Small",

year = "2007",

doi = "10.1016/j.physa.2007.04.103",

language = "English",

volume = "383",

pages = "96--101",

journal = "PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS",

issn = "0378-4371",

publisher = "Elsevier",

}

TY - JOUR

T1 - Correlation structures in short-term variabilities of stock indices and exchange rates

AU - Nakamura, T.

AU - Small, Michael

PY - 2007

Y1 - 2007

U2 - 10.1016/j.physa.2007.04.103

DO - 10.1016/j.physa.2007.04.103

M3 - Article

SN - 0378-4371

VL - 383

SP - 96

EP - 101

JO - PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

JF - PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

ER -