scientific article; zbMATH DE number 6781489
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Publication:5359672
zbMATH Open1372.91048arXiv0711.0644MaRDI QIDQ5359672FDOQ5359672
Authors: S. Drożdż, J. Kwapień, Paweł Oświȩcimka 
Publication date: 27 September 2017
Full work available at URL: https://arxiv.org/abs/0711.0644
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- Correlation and volatility in an Indian stock market: A random matrix approach
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- A RANDOM-MATRIX-THEORY-BASED ANALYSIS OF STOCKS OF MARKETS FROM DIFFERENT COUNTRIES
- RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS
- Decomposing the stock market intraday dynamics
- A generalization of random matrix theory and its application to statistical physics
- Random matrix application to correlations amongst the volatility of assets
- Constructing analytically tractable ensembles of stochastic covariances with an application to financial data
- Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations
- The market effect on Malaysian stock correlation network
- Dynamics of cross-correlations in the stock market
- Matrix moments in a real, doubly correlated algebraic generalization of the Wishart model
- SERIAL CORRELATION, PERIODICITY AND SCALING OF EIGENMODES IN AN EMERGING MARKET
- Hidden noise structure and random matrix models of stock correlations
- Uncovering the dynamics of correlation structures relative to the collective market motion
- Complex market dynamics in the light of random matrix theory
- High-frequency cross-correlation in a set of stocks
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