Emerging interdependence between stock values during financial crashes

To identify emerging interdependencies between traded stocks we investigate the behavior of the stocks of FTSE 100 companies in the period 2000-2015, by looking at daily stock values. Exploiting the power of information theoretical measures to extract direct influences between multiple time series,...

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Detalles Bibliográficos
Autores principales: Rocchi, Jacopo, Tsui, Enoch Yan Lok, Saad, David
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2017
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5444585/
https://www.ncbi.nlm.nih.gov/pubmed/28542278
http://dx.doi.org/10.1371/journal.pone.0176764

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5444585/
https://www.ncbi.nlm.nih.gov/pubmed/28542278
http://dx.doi.org/10.1371/journal.pone.0176764

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