Local Gaussian correlations in financial and commodity markets
Quynh Nga Nguyen, Sofiane Aboura, Julien Chevallier, Lyuyuan Zhang, Bangzhu Zhu
| Year of publication: |
2020
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|---|---|
| Authors: | Nguyen Quynh Nga ; Aboura, Sofiane ; Chevallier, Julien ; Zhang, Lyuyuan ; Zhu, Bangzhu |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 285.2020, 1 (16.8.), p. 306-323
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| Subject: | Multivariate statistics | Local Gaussian correlation | Cross-correlation | Operations research | Financialization | Korrelation | Correlation | Theorie | Theory | Stochastischer Prozess | Stochastic process | Rohstoffmarkt | Commodity market | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2020.01.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012239567