DENG, WEIBING; LI, WEI; CAI, XU; WANG, QIUPING A. - In: Advances in Complex Systems (ACS) 14 (2011) 01, pp. 97-109
On the basis of the relative daily logarithmic returns of 88 different funds in the Chinese fund market (CFM) from June 2005 to October 2009, we construct the cross-correlation matrix of the CFM. It is shown that the logarithmic returns follow an exponential distribution, which is commonly...
