Dynamic Stock Correlation Network
Author:
Publisher
Elsevier BV
Subject
General Engineering
Reference19 articles.
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3. Random matrix approach to cross correlations in financial data;Plerou;Phys. Rev. E,2002
4. Random matrix theory analysis of cross correlations in financial markets;Utsugi;Phys. Rev. E,2004
5. Systematic analysis of group identification in stock markets;Kim;Phys. Rev. E,2005
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