The analysis of cross‐correlation between Istanbul Stock Exchange and major stock markets and indices: An empirical analysis using Random Matrix Theory-Reference-Cited by-同舟云学术

The analysis of cross‐correlation between Istanbul Stock Exchange and major stock markets and indices: An empirical analysis using Random Matrix Theory

Published:2022-07-13 Issue:21 Volume:34 Page:
ISSN:1532-0626
Container-title:Concurrency and Computation: Practice and Experience
language:en
Short-container-title:Concurrency and Computation

Author:

Taştan Birhan¹^ORCID,Imamoglu Hatice²^ORCID

Affiliation:

1. Department of Banking and Finance, Faculty of Business Girne American University Mersin Turkey

2. Department of Business Administration, Faculty of Economics, Administrative and Social Sciences Cyprus Science University Mersin Turkey

Publisher

Wiley

Subject

Computational Theory and Mathematics,Computer Networks and Communications,Computer Science Applications,Theoretical Computer Science,Software

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/cpe.7113

Reference38 articles.

1. On the Distribution of the Roots of Certain Symmetric Matrices

2. The Threefold Way. Algebraic Structure of Symmetry Groups and Ensembles in Quantum Mechanics

3. Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series

4. Noise Dressing of Financial Correlation Matrices

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