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  • Search: person:"Szell, Tamás"
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Year of publication
Subject
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Aktienmarkt 1 Correlation 1 Econophysics 1 Korrelation 1 Market evolution 1 Stock market 1 Stocks 1 Volatility 1 Volatilität 1 Ökonophysik 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 3 Article 1
Type of publication (narrower categories)
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Aufsatz im Buch 1 Book section 1
Language
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Undetermined 3 English 1
Author
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Chakraborti, Anirban 4 Tilak, Gayatri 4 Chicheportiche, Rémy 3 Szell, Tamas 2 Chicheportiche, Remy 1 Szell, Tamás 1 Széll, Tamás 1
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Institution
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HAL 1 Université Paris-Dauphine (Paris IX) 1 arXiv.org 1
Published in...
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Economics Papers from University Paris Dauphine 1 Econophysics of systemic risk and network dynamics : [Econophys-Kolkata VI Conference] 1 Papers / arXiv.org 1 Post-Print / HAL 1
Source
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RePEc 3 ECONIS (ZBW) 1
Showing 1 - 4 of 4
Cover Image
Study of statistical correlations in intraday and daily financial return time series
Tilak, Gayatri; Szell, Tamas; Chicheportiche, Remy; … - arXiv.org - 2012
The aim of this article is to briefly review and make new studies of correlations and co-movements of stocks, so as to understand the "seasonalities" and market evolution. Using the intraday data of the CAC40, we begin by reasserting the findings of Allez and Bouchaud [New J. Phys. 13, 025010...
Persistent link: https://www.econbiz.de/10010600116
Saved in:
Cover Image
Study of statistical correlations in intraday and daily financial return time series
Tilak, Gayatri; Szell, Tamás; Chicheportiche, Rémy; … - HAL - 2012
The aim of this article is to briefly review and make new studies of correlations and co-movements of stocks, so as to understand the "seasonalities" and market evolution. Using the intraday data of the CAC40, we begin by reasserting the findings of Allez and Bouchaud [New J. Phys. 13, 025010...
Persistent link: https://www.econbiz.de/10010821080
Saved in:
Cover Image
Study of Statistical Correlations in Intraday and Daily Financial Return Time Series
Tilak, Gayatri; Szell, Tamas; Chicheportiche, Rémy; … - Université Paris-Dauphine (Paris IX) - 2013
The aim of this article is to briefly review and make new studies of correlations and co-movements of stocks, so as to understand the “seasonalities” and market evolution. Using the intraday data of the CAC40, we begin by reasserting the findings of Allez and Bouchaud 2011: the average...
Persistent link: https://www.econbiz.de/10011073154
Saved in:
Cover Image
Study of statistical correlations in intraday and daily financial return time series
Tilak, Gayatri; Széll, Tamás; Chicheportiche, Rémy; … - In: Econophysics of systemic risk and network dynamics : …, (pp. 77-104). 2013
Persistent link: https://www.econbiz.de/10010211864
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