A Statistical Test for Detecting Dependency Breakdown in Financial Markets
نویسندگان
چکیده
منابع مشابه
The multiplex dependency structure of financial markets
Nicoló Musmeci, Vincenzo Nicosia, Tomaso Aste, 4 Tiziana Di Matteo, 3 and Vito Latora ∗ Department of Mathematics, King’s College London, The Strand, London WC2R 2LS, UK School of Mathematical Sciences, Queen Mary, University of London, Mile End Road, London E1 4NS, UK Department of Computer Science, University College London, Gower Street, London, WC1E 6BT, UK Systemic Risk Centre, London Scho...
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ژورنال
عنوان ژورنال: SN Computer Science
سال: 2021
ISSN: 2662-995X,2661-8907
DOI: 10.1007/s42979-021-00671-z