Statistical properties of cross-correlation in the korean stock market

European Physical Journal B

Volumn 79, Issue 1, 2011, Pages 55-60

  Oh, G ^a   Eom, C ^b   Wang, F ^c   Jung, W S ^c,d   Stanley, H E ^c   Kim, S ^d,e  

^a Chosun University   (South Korea)

^b Pusan National University   (South Korea)

^c USA   (United States)

^d Pohang University of Science and Technology (POSTECH)   (South Korea)

^e Asia Pacific Center for Theoretical Physics (APCTP)   (South Korea)

Author keywords

[No Author keywords available]

Indexed keywords

CROSS CORRELATIONS; CROSS-CORRELATION MATRIX; CURRENCY CRISIS; EIGENVALUE DISTRIBUTIONS; EIGENVALUES; ENTROPY FUNCTION; KOREAN STOCK MARKET; LARGEST EIGENVALUES; MARKOWITZ; PORTFOLIO THEORIES; POWER-LAW FUNCTIONS; RANDOM MATRIX THEORY; STATISTICAL PROPERTIES;

COMMERCE; FINANCE; RANDOM VARIABLES;

EIGENVALUES AND EIGENFUNCTIONS;

EID: 84857565191     PISSN: 14346028     EISSN: 14346036     Source Type: Journal    
DOI: 10.1140/epjb/e2010-90492-x     Document Type: Article

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