Work

The bulk of the stock market correlation matrix is not pure noise

Year: 2005

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2005.05.090

Authors: J. Kwapień, S. Drożdż, P. Oświe¸cimka

Institutions: Institute of Nuclear Physics, Polish Academy of Sciences, University of Rzeszów

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2070034262

FWCI: 10.65

Cites: 40

Cited by: 61

Related to: 10