Dynamics of cross-correlations in the stock market (Q1873967): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 12:46, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Dynamics of cross-correlations in the stock market |
scientific article |
Statements
Dynamics of cross-correlations in the stock market (English)
0 references
21 May 2003
0 references
stock-price fluctuation co-movements
0 references
random matrix theory
0 references
eigenvector time dependence
0 references