Random matrix theory analysis of cross-correlations in the US stock market: evidence from Pearson's correlation coefficient and detrended cross-correlation coefficient
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Publication:1673123
DOI10.1016/j.physa.2013.04.027zbMath1402.91967OpenAlexW2037837188MaRDI QIDQ1673123
Shou Chen, Ming-Yan Yang, Chi Xie, Gang-Jin Wang, Jiao-Jiao Yang
Publication date: 11 September 2018
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2013.04.027
random matrix theoryeconophysicsPearson's correlation coefficientdetrended cross-correlation coefficientcross-correlationsUS stock market
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