Cluster structure of EU-15 countries derived from the correlation matrix analysis of macroeconomic index fluctuations
From MaRDI portal
Publication:978800
DOI10.1140/epjb/e2007-00132-5zbMath1189.91108arXivphysics/0607098MaRDI QIDQ978800
Publication date: 25 June 2010
Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/physics/0607098
91B80: Applications of statistical and quantum mechanics to economics (econophysics)
91B84: Economic time series analysis
82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
91B74: Economic models of real-world systems (e.g., electricity markets, etc.)