A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures

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Cited In (5)

Transitions between quasi-stationary states in traffic systems: cologne orbital motorways as an example
Financial crashes as endogenous jumps: estimation, testing and forecasting
New collectivity measures for financial covariances and correlations
Identifying dominant industrial sectors in market states of the S&P 500 financial data
The Markowitz's mean-variance interpretation under the efficient market hypothesis in the context of critical recession periods

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