2021 JUL 21 (NewsRx) — By a
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Our news editors obtained a quote from the research from the
According to the news editors, the research concluded: “The results of the rolling window analysis reveal that cross-correlation scaling exponents are sensitive to external shocks.”
This research has been peer-reviewed.
For more information on this research see: Cross-correlations Between the P2p Interest Rate, Shibor and Treasury Yields. Physica A Statistical Mechanics and its Applications, 2021;574. Physica A Statistical Mechanics and its Applications can be contacted at:
The news editors report that additional information may be obtained by contacting
The direct object identifier (DOI) for that additional information is: https://doi.org/10.1016/j.physa.2021.125945. This DOI is a link to an online electronic document that is either free or for purchase, and can be your direct source for a journal article and its citation.
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