Listar Departament: Economia por fuente "Applied Economics Letters (2015) v. 22, n. 9"

Mostrando ítems 1-1 de 1

    • openAccess   A spectral perspective on excess volatility 

      Livan, Giacomo; Alfarano, Simone; Milakovic, Mishael; Scalas, Enrico Taylor & Francis (2015)
      We perform a rather careful spectral analysis of the correlation structures observed in real and financial returns for a large pool of long-lived US corporations, and find that financial returns are characterized by strong ...