← Evidence map

ArticlePloS one2025

The dependency structure of the financial multiplex network model: New evidence from the cross-correlation of idiosyncratic returns, volatility, and trading volume.

Dariusz SiudakPubMed ↗Full text ↗Publisher ↗

No numbers read from the abstract.

Not cited yet

The dependency structure of the financial multiplex network model: New evidence from the cross-correlation of idiosyncratic returns, volatility, and trading volume. | OpenQuestion