Cargando…
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...
| Autores principales: | , , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Nature Publishing Group
2012
|
| Materias: | |
| 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 |