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 analysis (Laloux et al. (1999) [6], Plerou et al. (2002) [7], Plerou et al. (1999) [8], Mantegna (1999) [9], Utsugi et al. (2004) [21] and Lim et al. (2009) [26]). A...
