A Measure of Multivariate Kurtosis for the Identification of the Dynamics of a N-Dimensional Market

AuthID
P-006-82J
4
Author(s)
Dias, J
·
Eleuterio, S
·
Tipo de Documento
Article
Year published
2013
Publicado
in PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, ISSN: 0378-4371
Volume: 392, Número: 17, Páginas: 3708-3714 (7)
Indexing
Publication Identifiers
SCOPUS: 2-s2.0-84878420878
Wos: WOS:000320488800024
Source Identifiers
ISSN: 0378-4371
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