搜索结果: 1-1 共查到“货币银行学 Multiscaled Cross-Correlation Dynamics”相关记录1条 . 查询时间(0.031 秒)
Multiscaled Cross-Correlation Dynamics in Financial Time-Series
Multiscaled Cross-Correlation Dynamics Financial Time-Series
font style='font-size:12px;'>
2010/10/18
The cross correlation matrix between equities comprises multiple interactions between traders with varying strategies and time horizons. In this paper, we use the Maximum Overlap Discrete Wavelet Tran...