Alternation of different fluctuation regimes in the stock market dynamics (Q1414494): Difference between revisions

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+W2056846043
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+cond-mat/0306608
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+Q3725277
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+Towards identifying the world stock market cross-correlations: DAX versus Dow Jones
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+Quantifying the dynamics of financial correlations
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+Decomposing the stock market intraday dynamics
@@ Property / cites work: Decomposing the stock market intraday dynamics / rank @@
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+Correlation structure of extreme stock returns
@@ Property / cites work: Correlation structure of extreme stock returns / rank @@
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+On the distribution of the largest eigenvalue in principal components analysis
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+High-frequency cross-correlation in a set of stocks
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