COELHO, RICARDO; RICHMOND, PETER; HUTZLER, STEFAN; … - In: Advances in Complex Systems (ACS) 11 (2008) 05, pp. 655-668
Correlations of stocks in time have been widely studied. Both the random matrix theory approach and the graphical visualization of so-called minimum spanning trees show the clustering of stocks according to industrial sectors. Studying the correlation between stocks traded in markets of...