Počet záznamů: 1  

Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components

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    $a 10.1016/j.physa.2015.02.057 $2 DOI
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    $a 20151216d m y slo 03 ba
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    $a Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components
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    $a 12 s. $c P
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    $1 001 cav_un_epca*0257423 $1 011 $a 0378-4371 $e 1873-2119 $1 200 1 $a Physica. A : Statistical Mechanics and its Applications $v Roč. 428, č. 1 (2015), s. 194-205 $1 210 $c Elsevier
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    $a Online searches
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    $a Google Trends
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    $a Long-term memory
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    $a Cross-correlations
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    $a Volatility
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    $a Traded volume
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    $3 cav_un_auth*0256902 $a Krištoufek $b Ladislav $i Ekonometrie $j Department of Econometrics $k E $l E $p UTIA-B $w Department of Econometrics $4 070 $9 100 $T Ústav teorie informace a automatizace AV ČR, v. v. i.
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    $u http://library.utia.cas.cz/separaty/2015/E/kristoufek-0452317.pdf
Počet záznamů: 1  

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