Plerou, V; Gopikrishnan, P; Rosenow, B; Amaral, L.A.N; … - In: Physica A: Statistical Mechanics and its Applications 287 (2000) 3, pp. 374-382
It is common knowledge that any two firms in the economy are correlated. Even firms belonging to different sectors of an industry may be correlated because of “indirect” correlations. How can we analyze and understand these correlations? This article reviews recent results regarding...