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Cited 36 time in webofscience Cited 46 time in scopus
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Understanding volatility correlation behavior with a magnitude cross-correlation function

Title
Understanding volatility correlation behavior with a magnitude cross-correlation function
Authors
Jun, WCOh, GKim, S
POSTECH Authors
Kim, S
Date Issued
Jan-2006
Publisher
AMERICAN PHYSICAL SOC
URI
http://oasis.postech.ac.kr/handle/2014.oak/12373
DOI
10.1103/PHYSREVE.73.066128
ISSN
1539-3755
Article Type
Article
Citation
PHYSICAL REVIEW E, vol. 73, no. 6, 2006-01
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 KIM, SEUNGHWAN
Dept of Physics
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