Pages that link to "Item:Q978942"
From MaRDI portal
The following pages link to The index cohesive effect on stock market correlations (Q978942):
Displayed 5 items.
- Confidence regions for entries of a large precision matrix (Q1668572) (← links)
- New collectivity measures for financial covariances and correlations (Q2170574) (← links)
- A local fitting based multifractal detrend fluctuation analysis method (Q2683290) (← links)
- A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures (Q5078664) (← links)
- Uncovering the dynamics of correlation structures relative to the collective market motion (Q5857422) (← links)