Silva, Marcus Fernandes da; Pereira, Leão; Area, Éder … - In: Physica A: Statistical Mechanics and its Applications 424 (2015) C, pp. 124-129
The objective of this paper is to demonstrate the influence of the blue-chips companies in the stock market. In this …-correlation coefficient value depends on the time scale and the specific company (blue-chips). Thus, this type of analysis lets to infer what … blue-chips after the 2008 crisis. …