标题
Quantifying the Behavior of Stock Correlations Under Market Stress
作者
关键词
-
出版物
Scientific Reports
Volume 2, Issue 1, Pages -
出版商
Springer Nature
发表日期
2012-10-18
DOI
10.1038/srep00752
参考文献
相关参考文献
注意:仅列出部分参考文献,下载原文获取全部文献信息。- Quantifying meta-correlations in financial markets
- (2012) Dror Y. Kenett et al. EPL
- DEPENDENCY NETWORK AND NODE INFLUENCE: APPLICATION TO THE STUDY OF FINANCIAL MARKETS
- (2012) DROR Y. KENETT et al. INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS
- Evolvement of Uniformity and Volatility in the Stressed Global Financial Village
- (2012) Dror Y. Kenett et al. PLoS One
- Linking agent-based models and stochastic models of financial markets
- (2012) L. Feng et al. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA
- Quantifying the Advantage of Looking Forward
- (2012) Tobias Preis et al. Scientific Reports
- Algorithmic Trading
- (2011) Giuseppe Nuti et al. COMPUTER
- GPU-computing in econophysics and statistical physics
- (2011) T. Preis European Physical Journal-Special Topics
- Econophysics — complex correlations and trend switchings in financial time series
- (2011) T. Preis European Physical Journal-Special Topics
- Individual and collective stock dynamics: intra-day seasonalities
- (2011) Romain Allez et al. NEW JOURNAL OF PHYSICS
- Principal regression analysis and the index leverage effect
- (2011) Pierre-Alain Reigneron et al. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
- Index Cohesive Force Analysis Reveals That the US Market Became Prone to Systemic Collapses Since 2002
- (2011) Dror Y. Kenett et al. PLoS One
- Switching processes in financial markets
- (2011) T. Preis et al. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA
- Ensuring the Data-Rich Future of the Social Sciences
- (2011) G. King SCIENCE
- Complex dynamics of our economic life on different scales: insights from search engine query data
- (2010) T. Preis et al. PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES
- Persistent collective trend in stock markets
- (2010) Emeric Balogh et al. PHYSICAL REVIEW E
- Market dynamics immediately before and after financial shocks: Quantifying the Omori, productivity, and Bath laws
- (2010) Alexander M. Petersen et al. PHYSICAL REVIEW E
- Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market
- (2010) Dror Y. Kenett et al. PLoS One
- Predicting the Behavior of Techno-Social Systems
- (2009) Alessandro Vespignani SCIENCE
Find the ideal target journal for your manuscript
Explore over 38,000 international journals covering a vast array of academic fields.
SearchCreate your own webinar
Interested in hosting your own webinar? Check the schedule and propose your idea to the Peeref Content Team.
Create Now