Dynamics of cross-correlations in the stock market (Q1873967)
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scientific article; zbMATH DE number 1914408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamics of cross-correlations in the stock market |
scientific article; zbMATH DE number 1914408 |
Statements
Dynamics of cross-correlations in the stock market (English)
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21 May 2003
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stock-price fluctuation co-movements
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random matrix theory
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eigenvector time dependence
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