Dynamics of cross-correlations in the stock market-Reference-Cited by-同舟云学术

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Dynamics of cross-correlations in the stock market

Published:2003-06 Issue:1-2 Volume:324 Page:241-246
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:

Rosenow Bernd,Gopikrishnan Parameswaran,Plerou Vasiliki,Eugene Stanley H

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference20 articles.

1. I. Kondor, J. Kertész (Eds.), Econophysics: an Emerging Science, Kluwer, Dordrecht, 1999.

2. Theory of Financial Risk;Bouchaud,2000

3. An Introduction to Econophysics;Mantegna,2000

4. The Statistical Mechanics of Financial Markets;Voit,2001

5. On a Class of Analytic Functions from the Quantum Theory of Collisions

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