机译:股票市场动态交叉相关和动态传染:具有DCCA相关系数的滑动窗口方法
Cadi Ayyad Univ Fac Sci & Tech Marrakech Morocco;
Res Ctr Endogenous Resource Valorizat VALORIZA Portalegre Portugal|Univ Evora IIFA CEFAGE UE Largo Colegiais 2 P-7000 Evora Portugal|Inst Politecn Portalegre Portalegre Portugal;
Cadi Ayyad Univ Fac Sci & Tech Marrakech Morocco;
Detrended cross-correlation analysis; Dynamic contagion; Dynamic correlations; Fractal market hypothesis; Sliding windows; Stock markets;