Dynamics of cross-correlations in the stock market
type: Item
instance of: scholarly article
title: Dynamics of cross-correlations in the stock market
zbMATH Open document ID: 1072.91571
DOI: 10.1016/S0378-4371(03)00005-0
author: B. Rosenow
author: Parameswaran Gopikrishnan
author: Vasiliki Plerou
author: H. Eugene Stanley
published in: Physica A
publication date: 2003-05-21T00:00:00Z
Mathematics Subject Classification ID: 91B26
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 15B52
zbMATH DE Number: 1914408
zbMATH Keywords: stock-price fluctuation co-movements
zbMATH Keywords: random matrix theory
zbMATH Keywords: eigenvector time dependence
MaRDI profile type: Publication
cites work: Introduction to Econophysics
cites work: Q2717138
cites work: On a class of analytic functions from the quantum theory of collisions
cites work: Free random Lévy variables and financial probabilities
cites work: RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS
full work available at URL: s0378-4371(03)00005-0
OpenAlex ID: W2035330366
description: scientific article; zbMATH DE number 1914408