𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Characteristics of the Polish Stock Market correlations

✍ Scribed by Marek Gałązka


Book ID
116577440
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
532 KB
Volume
20
Category
Article
ISSN
1057-5219

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Characteristics of the Korean stock mark
✍ Woo-Sung Jung; Seungbyung Chae; Jae-Suk Yang; Hie-Tae Moon 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 202 KB

We establish in this study a network structure of the Korean stock market, one of the emerging markets, with its minimum spanning tree through the correlation matrix. Based on this analysis, it is found that the Korean stock market does not form the clusters of the business sectors or of the industr

Dynamics of cross-correlations in the st
✍ Bernd Rosenow; Parameswaran Gopikrishnan; Vasiliki Plerou; H Eugene Stanley 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 107 KB

Co-movements of stock price uctuations are described by the cross-correlation matrix C. The application of random matrix theory (RMT) allows to distinguish between spurious correlations in C due to measurement noise and true correlations containing economically meaningful information. By calculating