TY  - GEN 
AU  - López García, María Nieves
AU  - Sánchez Granero, Miguel Ángel
AU  - Trinidad Segovia, Juan Evangelista
AU  - Puertas López, Antonio Manuel
AU  - Nieves López, Francisco Javier de las
PY  - 2021
SN  - 2227-7390
UR  - http://hdl.handle.net/10835/10250
AB  - The volatility and log-price collective movements among stocks of a given market are studied in this work using co-movement functions inspired by similar functions in the physics of many-body systems, where the collective motions are a signal of...
LA  - en
PB  - MDPI
KW  - co-movement
KW  - volatility
KW  - econophysics
KW  - stock market
TI  - Volatility Co-Movement in Stock Markets
DO  - https://doi.org/10.3390/math9060598
ER  -