Dynamics of cross-correlations in the stock market (Q1873967): Difference between revisions
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| Property / cites work: On a class of analytic functions from the quantum theory of collisions / rank | |||
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| Property / cites work: Free random Lévy variables and financial probabilities / rank | |||
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| Property / cites work: RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS / rank | |||
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Revision as of 16:43, 5 June 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)
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21 May 2003
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stock-price fluctuation co-movements
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random matrix theory
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eigenvector time dependence
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