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Scaling of the distribution of fluctuations of financial market indices

✍ Scribed by Gopikrishnan, Parameswaran; Plerou, Vasiliki; Nunes Amaral, Luís A.; Meyer, Martin; Stanley, H. Eugene

Book ID
125536457
Publisher
The American Physical Society
Year
1999
Tongue
English
Weight
258 KB
Volume
60
Category
Article
ISSN
1063-651X

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## a b s t r a c t We propose a graphical method to visualize possible time-varying correlations between fifteen stock market values. The method is useful for observing stable or emerging clusters of stock markets with similar behaviour. The graphs, originated from applying multidimensional scalin