Model for correlations in stock markets

scientific article published on 01 May 2000

Model for correlations in stock markets is …
instance of (P31):
scholarly articleQ13442814

External links are
P819ADS bibcode2000PhRvE..61.5981N
P818arXiv IDcond-mat/9912076
P356DOI10.1103/PHYSREVE.61.5981
P698PubMed publication ID11031663

P2093author name stringNoh JD
P2860cites workHierarchical structure in financial marketsQ28109466
Scaling behaviour in the dynamics of an economic indexQ56094683
Distributions of singular values for some random matricesQ57575539
Scaling and criticality in a stochastic multi-agent model of a financial marketQ59061794
Scaling of the distribution of fluctuations of financial market indicesQ77994038
P433issue5B
P1104number of pages2
P304page(s)5981-5982
P577publication date2000-05-01
P1433published inPhysical Review EQ2128181
P1476titleModel for correlations in stock markets
P478volume61

Reverse relations

cites work (P2860)
Q30654641Data clustering and noise undressing of correlation matrices
Q21135612Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market
Q37467004Systemic risk and spatiotemporal dynamics of the US housing market