Ahn, Sanghyun; Lim, G.C.; Kim, S.H.; Kim, Soo Yong; … - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 12, pp. 2340-2349
Stock exchanges have a diversity of so-called business groups and much evidence has been presented by covariance matrix … random matrix theory and overlapping matrices. However, during the period of 2006–2009, the effect of the global economic … time stability of business clusters of the KOSPI, that is, the electric/electronic business, using an overlapping matrix. A …