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
Autores principales: Preis, Tobias, Kenett, Dror Y., Stanley, H. Eugene, Helbing, Dirk, Ben-Jacob, Eshel
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group 2012
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3475344/
https://www.ncbi.nlm.nih.gov/pubmed/23082242
http://dx.doi.org/10.1038/srep00752

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3475344/
https://www.ncbi.nlm.nih.gov/pubmed/23082242
http://dx.doi.org/10.1038/srep00752

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