Dynamics of cross-correlations in the stock market (Q1873967): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/s0378-4371(03)00005-0 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2035330366 / rank | |||
Normal rank |
Latest revision as of 11:29, 30 July 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