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
Statistical properties of cross-correlation in the Korean stock market
β Scribed by G. Oh; C. Eom; F. Wang; W.-S. Jung; H. E. Stanley; S. Kim
- Book ID
- 111623646
- Publisher
- Springer
- Year
- 2010
- Tongue
- English
- Weight
- 399 KB
- Volume
- 79
- Category
- Article
- ISSN
- 1434-6036
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