Dependency structure and scaling properties of financial time series are related

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• who: SUBJECT AREAS from the Department of Mathematics, King's College London, The Strand, London, WC R LS, UK, Department of Computer Science, University College London, Gower Street, London, WC E BT, UK and, Systemic Risk Centre, London School of Economics, London, WC A AE, UK have published the article: Dependency structure and scaling properties of financial time series are related, in the Journal: (JOURNAL) of 12/09/2013
• what: The authors report evidence of a deep interplay between cross-correlations hierarchical properties and multifractality of New York Stock Exchange daily stock returns. The authors . . .
  

   

  

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