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Multi-scale correlations in different futures markets

Bartolozzi, M; Mellen, C; Di Matteo, T; Aste, T; (2007) Multi-scale correlations in different futures markets. European Physical Journal B , 58 (2) pp. 207-220. 10.1140/epjb/e2007-00216-2.

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Type: Article
Title: Multi-scale correlations in different futures markets
DOI: 10.1140/epjb/e2007-00216-2
UCL classification: UCL > School of BEAMS
UCL > School of BEAMS > Faculty of Engineering Science
URI: http://discovery.ucl.ac.uk/id/eprint/1360866
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