Correlation structure and dynamics in volatile markets

New Journal of Physics

Volumn 12, Issue , 2010, Pages

  Aste, T ^a,b,c   Shaw, W ^b   Di Matteo, T ^b,c  

^a UNIVERSITY OF KENT   (United Kingdom)

^b KING'S COLLEGE LONDON   (United Kingdom)

^c AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

COLLECTIVE BEHAVIOR; CORRELATION STRUCTURE; CROSS CORRELATIONS; FINANCIAL CRISIS; FINANCIAL SECTORS; NETWORK THEORY; STATISTICAL PHYSICS; STATISTICAL SIGNATURES; STATISTICAL SIGNIFICANCE; STOCK PRICE; VOLATILE MARKETS;

EID: 77956583264     PISSN: 13672630     EISSN: None     Source Type: Journal    
DOI: 10.1088/1367-2630/12/8/085009     Document Type: Article

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