华东理工大学机构知识库

成果/Result

Correlation structure analysis of the global agricultural futures market被引量：8收藏 分享

作者：Dai, Yun-Shi Huynh, Ngoc Quang Anh Zheng, Qing-Huan Zhou, Wei-XIng

机构：East China Univ Sci & Technol;Univ Econ Ho Chi Minh City UEH Univ;East China Univ Sci & Technol;East China Univ Sci & Technol

来源：RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE  2022

关键词：Econophysics   Agricultural futures   Random matrix theory   Correlation matrix