Correlation and volatility in an Indian stock market: A random matrix approach
Work
Year: 2007
Type: article
Source: The European Physical Journal B
Authors Varsha S. Kulkarni, Nivedita Deo
Institutions University of Delhi, University of Wisconsin–Madison
Cites: 19
Cited by: 39
Related to: 10
FWCI: 1.081
Citation percentile (by year/subfield): 93.55
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: closed