Ouyang, F.Y.; Zheng, B.; Jiang, X.F. - In: Physica A: Statistical Mechanics and its Applications 402 (2014) C, pp. 236-244
We investigate the spatial and temporal structures of four financial markets in Greater China. In particular, we uncover different characteristics of the four markets by analyzing the sector and subsector structures which are detected through the random matrix theory. Meanwhile, we observe that...