Nonlinear correlation of stock and commodity indices in emerging and developed market
Year of publication: |
2013
|
---|---|
Authors: | Guhathakurta, Kousik ; Banerjee, Santo ; Bhattacharya, Sharad Nath ; Bhattacharya, Basabi |
Published in: |
Chaos and complexity theory for management : nonlinear dynamics. - Hershey, Pa. : Information Science Reference, ISBN 978-1-4666-2509-9. - 2013, p. 63-87
|
Subject: | Aktienmarkt | Stock market | Rohstoffmarkt | Commodity market | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | USA | United States | Indien | India |
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