Pages that link to "Item:Q5947873"
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The following pages link to Quantifying the dynamics of financial correlations (Q5947873):
Displayed 12 items.
- Cluster analysis for portfolio optimization (Q844576) (← links)
- Multi-scale correlations in different futures markets (Q978788) (← links)
- Alternation of different fluctuation regimes in the stock market dynamics (Q1414494) (← links)
- The convergence of European business cycles 1978-2000 (Q1597231) (← links)
- Decomposing the stock market intraday dynamics (Q1598989) (← links)
- Ising model of financial markets with many assets (Q1619880) (← links)
- Financial multifractality and its subtleties: An example of DAX (Q1847470) (← links)
- Identifying complexity by means of matrices (Q1850374) (← links)
- Dynamic instability in generic model of multi-assets markets (Q2270570) (← links)
- Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case (Q3088327) (← links)
- SERIAL CORRELATION, PERIODICITY AND SCALING OF EIGENMODES IN AN EMERGING MARKET (Q3606402) (← links)
- Nature of order from random two-body interactions (Q5949720) (← links)