Dynamic Evolution of Cross-Correlations in the Chinese Stock Market

The analysis of cross-correlations is extensively applied for the understanding of interconnections in stock markets and the portfolio risk estimation. Current studies of correlations in Chinese market mainly focus on the static correlations between return series, and this calls for an urgent need t...

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Detalles Bibliográficos
Autores principales: Ren, Fei, Zhou, Wei-Xing
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2014
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4035345/
https://www.ncbi.nlm.nih.gov/pubmed/24867071
http://dx.doi.org/10.1371/journal.pone.0097711

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4035345/
https://www.ncbi.nlm.nih.gov/pubmed/24867071
http://dx.doi.org/10.1371/journal.pone.0097711

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