Ming-Chya Wu
Names
first: | Ming-Chya |
last: | Wu |
Identifer
RePEc Short-ID: | pwu29 |
Contact
Affiliations
-
中央研究院物理研究所
- http://www.phys.sinica.edu.tw/
- location: Taipei 11529
Research profile
author of:
- Phase correlation of foreign exchange time series (RePEc:eee:phsmap:v:375:y:2007:i:2:p:633-642)
by Wu, Ming-Chya - Statistical properties, dynamic conditional correlation and scaling analysis: Evidence from Dow Jones and Nasdaq high-frequency data (RePEc:eee:phsmap:v:388:y:2009:i:8:p:1555-1570)
by Chiang, Thomas C. & Yu, Hai-Chin & Wu, Ming-Chya - Phase Distribution and Phase Correlation of Financial Time Series (RePEc:wpa:wuwpfi:0512013)
by Ming-Chya Wu & Ming-Chang Huang & Hai-Chin Yu & Thomas Chiang