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Market mill dependence pattern in the stock market: Multisc..:
Zaitsev, Sergey
;
Zaitsev, Alexander
;
Leonidov, Andrei
.
Physica A: Statistical Mechanics and its Applications. 388 (2009) 21 - p. 4624-4634 , 2009
Link:
https://doi.org/10.1016/j.physa.2009.07.014
RT Journal T1 <Title>Market mill dependence pattern in the stock market: Multiscale conditional dynamics</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.physa.2009.07.014&Exemplar=1&LAN=DE A1 Zaitsev, Sergey A1 Zaitsev, Alexander A1 Leonidov, Andrei A1 Trainin, Vladimir PB Elsevier BV YR 2009 SN 0378-4371 JF Physica A: Statistical Mechanics and its Applications VO 388 IS 21 SP 4624 OP 4634 LK http://dx.doi.org/https://doi.org/10.1016/j.physa.2009.07.014 DO https://doi.org/10.1016/j.physa.2009.07.014 SF ELIB - SuUB Bremen
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