Correlation matrix decomposition of WIG20 intraday fluctuations

Acta Physica Polonica B

Volumn 37, Issue 11, 2006, Pages 3123-3132

  Rak, R ^a   Drozdz, S ^a,b   Kwapien J ^b   Oswiecimka P ^b  

^a UNIVERSITY OF RZESZÓW   (Poland)

^b INSTITUTE OF NUCLEAR PHYSICS   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; ECONOMIC AND SOCIAL EFFECTS; EIGENVALUES AND EIGENFUNCTIONS; FORMAL LOGIC; MATRIX ALGEBRA;

CORRELATION MATRIX FORMALISM; PRICE FLUCTUATIONS; STOCK MARKET DYNAMICS;

ECONOMICS;

EID: 33845535807     PISSN: 05874254     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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