Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient-Reference-Cited by-同舟云学术

Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient

Published:2013-09 Issue:17 Volume:392 Page:3715-3730
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Wang Gang-Jin,Xie Chi,Chen Shou,Yang Jiao-Jiao,Yang Ming-Yan

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference51 articles.

1. An Introduction to Econophysics: Correlations and Complexity in Finance;Mantegna,2000

2. Theory of Financial Risks: From Statistical Physics to Risk Management;Bouchaud,2000

3. Physical approach to complex systems;Kwapień;Physics Reports,2012

4. On a class of analytic functions from the quantum theory of collisions;Wigner;The Annals of Mathematics,1951

5. Noise dressing of financial correlation matrices;Laloux;Physical Review Letters,1999

Cited by 91 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Smart agriculture: An intelligent approach for apple leaf disease identification based on convolutional neural network;Journal of Phytopathology;2024-07

2. Weighted Signed Networks Reveal Interactions between US Foreign Exchange Rates;Entropy;2024-02-12

3. Simulation Study on the Prediction of Macroscale Young’s Modulus Based on the Mesoscale Characteristics of Tight Glutenite Reservoirs;Processes;2024-01-14

4. Research on the Quantitative Causal Transmission of Stock Price Fluctuations of Listed Companies in the Rare Earth Industry Chain;International Journal of Energy Research;2023-10-27

5. Impact of the COVID-19 Pandemic on Cryptocurrency Markets: A DCCA Analysis;FinTech;2023-05-24