Statistical properties of information flow in financial time series

Abstract

This paper has been withdrawn by the authors.

This paper has been withdrawn by the authors

References in corpus (3)

• Noise Dressing of Financial Correlation Matrices
• Deterministic Factors of Stock Networks based on Cross-correlation in Financial Market
• Effects of time dependency and efficiency on information flow in financial markets

Cited by in corpus (1)

• The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets