Quantifying the dynamics of financial correlations

DOI10.1016/S0378-4371(01)00289-8zbMath0974.91520arXivcond-mat/0102402MaRDI QIDQ5947873

S. Drożdż, F. Grümmer, F. Ruf, J. Kwapień, J. Speth

Publication date: 23 October 2001

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0102402

zbMATH Keywords

fluctuationsfinancial time seriescorrelation matrix formalism

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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