Recurrence duration statistics and time-dependent intrinsic correlation analysis of trading volumes: A study of Chinese stock indices | |
Niu, Hongli; Wang, Weiqing; Zhang, Junhuan | |
刊名 | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS |
2019 | |
卷号 | 514页码:838-854 |
关键词 | Recurrence durations Trading volumes Stock indices TDIC plot DCCA |
ISSN号 | 0378-4371 |
DOI | 10.1016/j.physa.2018.09.115 |
URL标识 | 查看原文 |
收录类别 | SCIE ; EI ; SSCI |
WOS记录号 | WOS:000450137000074 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/5922742 |
专题 | 北京航空航天大学 |
推荐引用方式 GB/T 7714 | Niu, Hongli,Wang, Weiqing,Zhang, Junhuan. Recurrence duration statistics and time-dependent intrinsic correlation analysis of trading volumes: A study of Chinese stock indices[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,2019,514:838-854. |
APA | Niu, Hongli,Wang, Weiqing,&Zhang, Junhuan.(2019).Recurrence duration statistics and time-dependent intrinsic correlation analysis of trading volumes: A study of Chinese stock indices.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,514,838-854. |
MLA | Niu, Hongli,et al."Recurrence duration statistics and time-dependent intrinsic correlation analysis of trading volumes: A study of Chinese stock indices".PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 514(2019):838-854. |
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