Measures of globalization based on cross-correlations of world financial indices

DOI10.1016/S0378-4371(01)00370-3zbMath0986.91040arXivcond-mat/0103397MaRDI QIDQ5949727

Sergei Maslov

Publication date: 27 November 2001

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

Full work available at URL: https://arxiv.org/abs/cond-mat/0103397

zbMATH Keywords

eigenvaluescross-correlation matix spectrumstable eigenvectors

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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