. We also find that the cross-correlation of the trade signs turns out to be a short-memory process …

in specific correlation dynamics. A strong implication emerges: during the period under research, and from a different …

Dow Jones Industrial Average (DJIA). We find the striking result that the average correlation among these stocks scales …

how these two aspects are interrelated. Specifically, we focus on the relationship between the cross-correlation among …

theories, the correlation structure among assets differs between emerging markets and developed countries. It is therefore … imperative to make rigorous statistical inference on correlation matrix equality between the two groups of countries. However, if …-Gaussian distributions, i.e., testing non-correlation and correlation equality, as well as the corresponding support estimations. We develop …