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Paper: Quantifying and Modeling Long-Range Cross-Correlations in Multiple Time Series with Applications to World Stock Indices

Here’s another econophysics paper from H. Eugene Stanley and crew:  D. Wang, B. Podobnik, D. Horvatić, H. E. Stanley. Quantifying and Modeling Long-Range Cross-Correlations in Multiple Time Series with Applications to World Stock Indices.  In my opinion, the primary contribution

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Posted in Reading List, Research