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Networks of log returns and volatilities of international stock market indexes
Sandoval Junior, Leonidas
- In:
The journal of network theory in finance
3
(
2017
)
3
,
pp. 41-82
Persistent link: https://www.econbiz.de/10011879065
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Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets
Bekiros, Stelios
;
Nguyen, Duc Khuong
;
Sandoval Junior, …
- In:
European journal of operational research : EJOR
256
(
2017
)
3
,
pp. 945-961
Persistent link: https://www.econbiz.de/10011639266
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