搜索结果: 1-1 共查到“经济学 signatures”相关记录1条 . 查询时间(0.093 秒)
Statistical Signatures in Times of Panic: Markets as a Self-Organizing System
Statistical Signatures Self-Organizing System
2010/11/1
We study properties of the cross-sectional distribution of returns.A significant anti-correlation between dispersion and cross-sectional kurtosis is found such that dispersion is high but kurtosis is ...