Showing 1 - 2 of 2
We introduce an instantaneous and an average instantaneous cross-correlation function to detect the temporal cross-correlations between individual stocks based on the daily data of the United States and the Chinese stock markets. The memory effect of the instantaneous cross-correlations is...
Persistent link: https://www.econbiz.de/10010591510
Persistent link: https://www.econbiz.de/10008552506