Analyzing Crisis in Global Financial Indices

DOI10.1007/978-88-470-2553-0_16zbMath1397.91604OpenAlexW30979249MaRDI QIDQ4687384

Nivedita Deo, Sunil Kumar

Publication date: 11 October 2018

Published in: Econophysics of Systemic Risk and Network Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-88-470-2553-0_16

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Social networks; opinion dynamics (91D30) Financial applications of other theories (91G80) Statistical methods; economic indices and measures (91B82)

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Cites Work

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• Multifractal detrended fluctuation analysis of nonstationary time series
• Correlation and volatility in an Indian stock market: A random matrix approach
• Correlation based networks of equity returns sampled at different time horizons
• Dynamic asset trees and Black Monday
• Statistical mechanics of complex networks
• Introduction to Econophysics

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