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On interrelations of recurrences and connectivity trends between stock indices
correlation stock indices recurrence plots econophysics
2011/3/30
Financial data has been extensively studied for correlations using Pearson's cross-correlation coefficient {\rho} as the point of departure. We employ an estimator based on recurrence plots --- the Co...
Are business cycles mainly the result of permanent shocks to productivity? This paper uses a long-run restriction implied by a large class of real-business-cycle models -identifying per...