Towards identifying the world stock market cross-correlations: DAX versus Dow Jones

DOI10.1016/S0378-4371(01)00119-4zbMath0978.91026arXivcond-mat/0011488MaRDI QIDQ5935276

J. Speth, F. Grümmer, S. Drożdż, F. Ruf

Publication date: 21 June 2001

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0011488

zbMATH Keywords

financial empirical correlation matrixtime-zone delays

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

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Equivalence relations and \(L^p\) distances between time series with application to the black summer Australian bushfires ⋮ Quantifying chaos of curvilinear beams via exponents ⋮ Alternation of different fluctuation regimes in the stock market dynamics ⋮ Quantifying the dynamics of financial correlations ⋮ MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES ⋮ Dynamic instability in a phenomenological model of correlated assets ⋮ Decomposing the stock market intraday dynamics

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