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
- 1.0452317 - ÚTIA 2016 RIV NL eng J - Článek v odborném periodiku
Krištoufek, Ladislav
Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components.
Physica. A : Statistical Mechanics and its Applications. Roč. 428, č. 1 (2015), s. 194-205. ISSN 0378-4371. E-ISSN 1873-2119
Grant CEP: GA ČR(CZ) GP14-11402P
Institucionální podpora: RVO:67985556
Klíčová slova: Online searches * Google Trends * Long-term memory * Cross-correlations * Volatility * Traded volume
Kód oboru RIV: AH - Ekonomie
Impakt faktor: 1.785, rok: 2015
http://library.utia.cas.cz/separaty/2015/E/kristoufek-0452317.pdf
Trvalý link: http://hdl.handle.net/11104/0253708
Počet záznamů: 1