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To lag or not to lag? How to compare indices of stock markets that operate on different times
Sandoval, LeonidasVolume:
403
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2014.02.039
Date:
June, 2014
File:
PDF, 1.63 MB
english, 2014