Market structure explained by pairwise interactions

Author:

Bury Thomas

Funder

Solvay Brussels School of Economics and Management

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference32 articles.

1. Collective behavior in financial markets;Dal’Maso Peron;EPL (Europhysics Letters),2011

2. Dynamics of market correlations: taxonomy and portfolio analysis;Onnela;Physical Review E,2003

3. The structure and resilience of financial market networks;Peron;Chaos: An Interdisciplinary Journal of Nonlinear Science,2012

4. Economic fluctuations and statistical physics: quantifying extremely rare and less rare events in finance;Stanley;Physica A: Statistical Mechanics and its Applications,2007

5. A statistical physics view of financial fluctuations: evidence for scaling and universality;Stanley;Physica A: Statistical Mechanics and its Applications,2008

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