Drożdż, S.; Kwapień, J.; Grümmer, F.; Ruf, F.; Speth, J. - In: Physica A: Statistical Mechanics and its Applications 299 (2001) 1, pp. 144-153
A novel application of the correlation matrix formalism to study dynamics of the financial evolution is presented. This formalism allows to quantify the memory effects as well as some potential repeatable intraday structures in the financial time series. The present study is based on the...
