The exceedance and cross-correlations between the gold spot and futures markets

Q Ruan, Y Huang, W Jiang - Physica A: Statistical Mechanics and its …, 2016 - Elsevier
This paper investigates the dynamic features of cross-correlations and exceedance
correlations between COMEX gold spot and futures returns using the detrended cross …
被引用次数：25 相关文章

The exceedance and cross-correlations between the gold spot and futures markets

Q Ruan, Y Huang, W Jiang - Physica A Statistical Mechanics …, 2016 - ui.adsabs.harvard.edu
This paper investigates the dynamic features of cross-correlations and exceedance
correlations between COMEX gold spot and futures returns using the detrended cross …

The exceedance and cross-correlations between the gold spot and futures markets

Q Ruan, Y Huang, W Jiang - Physica A: Statistical Mechanics and its …, 2016 - ideas.repec.org
This paper investigates the dynamic features of cross-correlations and exceedance
correlations between COMEX gold spot and futures returns using the detrended cross …

The exceedance and cross-correlations between the gold spot and futures markets

Q Ruan, Y Huang, W Jiang - Physica A: Statistical Mechanics and its …, 2016 - infona.pl
This paper investigates the dynamic features of cross-correlations and exceedance
correlations between COMEX gold spot and futures returns using the detrended cross …

The exceedance and cross-correlations between the gold spot and futures markets

Q Ruan, Y Huang, W Jiang - Physica A: Statistical Mechanics …, 2016 - econpapers.repec.org
This paper investigates the dynamic features of cross-correlations and exceedance
correlations between COMEX gold spot and futures returns using the detrended cross …