Evolution of worldwide stock markets, correlation structure, and correlation-based graphs

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 84, Issue 2, 2011, Pages

  Song, Dong Ming ^a   Tumminello, Michele ^b,c   Zhou, Wei Xing ^a,d   Mantegna, Rosario N ^c  

^a EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b CARNEGIE MELLON UNIVERSITY   (United States)

^c UNIVERSITY OF PALERMO   (Italy)

^d EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

AVERAGE VALUES; CO-OCCURRENCE; CORRELATION MATRIX; CORRELATION STRUCTURE; CRITICAL EVENTS; FAST AND SLOW DYNAMICS; FAST DYNAMICS; GLOBAL SYSTEMS; LARGEST EIGENVALUES; MUTUAL INFORMATIONS; NONDIAGONAL ELEMENTS; SHORT TERM; SLOW DYNAMICS; SPECTRAL PROPERTIES; STOCK EXCHANGE; STOCK MARKET; TIME-PERIODS; TIME-SCALES;

COMMERCE; DYNAMICS; EIGENVALUES AND EIGENFUNCTIONS;

CORRELATION METHODS;

EID: 80051606572     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.84.026108     Document Type: Article

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