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0497835 - ÚTIA 2019 RIV GB eng J - Journal Article
Krištoufek, Ladislav
Fractality in market risk structure: Dow Jones Industrial components case.
Chaos Solitons & Fractals. Roč. 110, č. 1 (2018), s. 69-75. ISSN 0960-0779. E-ISSN 1873-2887
R&D Projects: GA ČR(CZ) GJ17-12386Y
Institutional support: RVO:67985556
Keywords : Capital asset pricing model * Scaling * Detrended cross-correlation analysis * Detrending moving-average cross-correlation analysis
OECD category: Applied Economics, Econometrics
Impact factor: 3.064, year: 2018
http://library.utia.cas.cz/separaty/2018/E/kristoufek-0497835.pdf
Permanent Link: http://hdl.handle.net/11104/0290651