Dynamics of cross-correlations in the stock market
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Publication:1873967
DOI10.1016/S0378-4371(03)00005-0zbMath1072.91571MaRDI QIDQ1873967
H. Eugene Stanley, Parameswaran Gopikrishnan, Vasiliki Plerou, Bernd Rosenow
Publication date: 21 May 2003
Published in: Physica A (Search for Journal in Brave)
15B52: Random matrices (algebraic aspects)
91B26: Auctions, bargaining, bidding and selling, and other market models
91B82: Statistical methods; economic indices and measures
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