Publications
Type of Publication: Article in Journal
Dependence structure of market states
- Author(s):
- Chetalova, D.; Wollschläger, M.; Schäfer, R.
- Title of Journal:
- Journal of Statistical Mechanics: Theory and Experiment
- Publication Date:
- 2015
- Number of Issue:
- P08012
- pages:
- 1-19
- Digital Object Identifier (DOI):
- doi:10.1088/1742-5468/2015/08/P08012
- Link to complete version:
- https://arxiv.org/abs/1503.09004