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Quantifying the Behavior of Stock Correlations Under Market Stress

Understanding correlations in complex systems is crucial in the face of turbulence, such as the ongoing financial crisis. However, in complex systems, such as financial systems, correlations are not constant but instead vary in time. Here we address the question of quantifying state-dependent correl...

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Detalles Bibliográficos
Main Authors: Preis, Tobias, Kenett, Dror Y., Stanley, H. Eugene, Helbing, Dirk, Ben-Jacob, Eshel
Formato: Artigo
Idioma:Inglês
Publicado: Nature Publishing Group 2012
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Acceso en liña:https://ncbi.nlm.nih.gov/pmc/articles/PMC3475344/
https://ncbi.nlm.nih.gov/pubmed/23082242
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/srep00752
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