Listar por autoría "b824b3de-2bbc-4c1f-96b2-cc68503c9c10"
Mostrando ítems 1-1 de 1
-
Correlations and dependencies in the global finantial village
Kenett, Dror Y.; Raddant, Matthias; Zatlavi, Lior; Lux, Thomas; Ben-Jacob, Eshel World Scientific Publishing (2012)The high degree of coupling between global financial markets has made the financial village prone to systemic collapses. Here we present a new methodology to assess and quantify inter-market relations. The approach is based ...