Path integral for equities: Dynamic correlation and empirical analysis

10.1016/j.physa.2011.09.039

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Bibliographic Details
Main Authors: Baaquie, B.E., Cao, Y., Lau, A., Tang, P.
Other Authors: PHYSICS
Format: Article
Published: 2014
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/97499
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Institution: National University of Singapore
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Summary:10.1016/j.physa.2011.09.039