Cross correlations in an emerging market financial data

Physica A: Statistical Mechanics and its Applications

Volumn 376, Issue 1-2, 2007, Pages 555-564

  Çukur, Sadik ^a   Eryiǧit, Mehmet ^a   Eryiǧit, Resul ^a  

^a ABANT IZZET BAYSAL UNIVERSITY   (Turkey)

Author keywords

Emerging markets; Financial cross correlations; Istanbul Stock Exchange Market; Random matrix

Indexed keywords

ECONOMICS; EIGENVALUES AND EIGENFUNCTIONS; MATRIX ALGEBRA; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES;

EMERGING MARKETS; FINANCIAL CROSS-CORRELATIONS; ISTANBUL STOCK EXCHANGE MARKET; RANDOM MATRIX;

CORRELATION METHODS;

EID: 33846138718     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2006.10.074     Document Type: Article

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