Dynamics of stock market correlations

AUCO Czech Economic Review

Volumn 4, Issue 3, 2010, Pages 330-340

  Kenett, Dror Y ^a   Shapira, Yoash ^a   Madi, Asaf ^a   Bransburg Zabary, Sharron ^a   Gur Gershgoren, Gitit ^b,c   Ben Jacob, Eshel ^a  

^a TEL AVIV UNIVERSITY   (Israel)

^b Israel Securities Authority   (Israel)

^c BEN GURION UNIVERSITY OF THE NEGEV   (Israel)

Author keywords

Correlation; Eigenvalue entropy; Sliding window; Stock Market Holography

Indexed keywords

EID: 79951720206     PISSN: 18024696     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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