Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
---|---|---|---|---|---|---|
2006 | Phase distribution and phase correlation of financial time series | Wu, M. -C.; Huang, M. -C.; Yu, H. -C.; Chiang, T. C. | PHYSICAL REVIEW E73, 16118,1-16 | |||
2009 | Statistical Properties, Dynamic Conditional Correlation and Scaling Analysis: Evidence from Dow Jones and NASDAQ High-Frequency Data | Chinag, T. C.; Yu, H. -C.; Wu, M. -C. | PHYSICA A388, 1555-1570 |