Dynamics of Correlation Structure in Stock Market

Author: Djauhari Maman Abdurachman   Gan Siew Lee  

Publisher: MDPI

E-ISSN: 1099-4300|16|1|455-470

ISSN: 1099-4300

Source: Entropy, Vol.16, Iss.1, 2014-01, pp. : 455-470

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Abstract