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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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| 主要な著者: | , , , , |
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| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
Nature Publishing Group
2012
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| 主題: | |
| オンライン･アクセス: | 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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