Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Reference82 articles.
1. Alessio, E., Carbone, A., Castelli, G., & Frappietro, V. (2002). Second-order moving average and scaling of stochastic time series. The European Physical Journal B, 27, 197–200.
2. Ang, A. G., & Bekaert, G. (2002). International asset allocation with regime shifts. The Review of Financial Studies, 15, 1137–1187.
3. Arianos, S., & Carbone, A. (2007). Detrending moving average algorithm: A closed-form approximation of the scaling law. Physica a: Statistical Mechanics and Its Applications, 382, 9–15.
4. Barnett, W. A., Liu, J., Mattson, R. S., & van den Noort, J. (2013). The new CFS Divisia monetary aggregates: Design, construction, and data sources. Open Economies Review, 24(1), 101–124.
5. Baruník, J., Kočenda, E., & Vácha, L. (2016). Gold, oil, and stocks: Dynamic correlations. International Review of Economics and Finance, 42, 186–201.
Cited by
24 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献