Namaki, A.; Jafari, G.R.; Raei, R. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 17, pp. 3020-3025
In this paper we investigate the Tehran stock exchange (TSE) and Dow Jones Industrial Average (DJIA) in terms of perturbed correlation matrices. To perturb a stock market, there are two methods, namely local and global perturbation. In the local method, we replace a correlation coefficient of...
