New collectivity measures for financial covariances and correlations

DOI10.1016/j.physa.2022.127704OpenAlexW4281776446MaRDI QIDQ2170574

Anton J. Heckens, Thomas Guhr

Publication date: 6 September 2022

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

Full work available at URL: https://arxiv.org/abs/2202.00297

zbMATH Keywords

complex systemsfinancial marketssystemic riskeconophysicsnon-stationaritycollective motion

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (1)

Identifying dominant industrial sectors in market states of the S&P 500 financial data

Cites Work

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