Analysis of cross-correlations between financial markets after the 2008 crisis
Year of publication: |
2013
|
---|---|
Authors: | Sensoy, A. ; Yuksel, S. ; Erturk, M. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 392.2013, 20, p. 5027-5045
|
Publisher: |
Elsevier |
Subject: | Cross-correlations | Random matrix theory | Complex systems | Minimal spanning tree | Centrality measures |
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