Details about Ming-Chya Wu

Access statistics for papers by Ming-Chya Wu.

Last updated 2024-09-10. Update your information in the RePEc Author Service.

Short-id: pwu29

Working Papers

2005

1. Phase Distribution and Phase Correlation of Financial Time Series
   Finance, University Library of Munich, Germany

Journal Articles

2009

1. Statistical properties, dynamic conditional correlation and scaling analysis: Evidence from Dow Jones and Nasdaq high-frequency data
   Physica A: Statistical Mechanics and its Applications, 2009, 388, (8), 1555-1570 View citations (2)

2007

2. Phase correlation of foreign exchange time series
   Physica A: Statistical Mechanics and its Applications, 2007, 375, (2), 633-642 View citations (14)