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The seismic noise wavefield is not diffuse

✍ Scribed by Mulargia, Francesco


Book ID
117997399
Publisher
American Institute of Physics
Year
2012
Tongue
English
Weight
478 KB
Volume
131
Category
Article
ISSN
0001-4966

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The bulk of the stock market correlation
✍ J. KwapieΕ„; S. DroΕΌdΕΌ; P. OΕ›wieΒΈcimka πŸ“‚ Article πŸ“… 2006 πŸ› Elsevier Science 🌐 English βš– 412 KB

We analyse the structure of the distribution of eigenvalues of the stock market correlation matrix with increasing length of the time series representing the price changes. We use 100 highly capitalized stocks from the American market and relate the result to the corresponding ensemble of Wishart ra