Publication Date:
2013-07-09
Description:
Author(s): Giuseppe Buccheri, Stefano Marmi, and Rosario N. Mantegna We investigate the dynamics of correlations present between pairs of industry indices of U.S. stocks traded in U.S. markets by studying correlation-based networks and spectral properties of the correlation matrix. The study is performed by using 49 industry index time series computed by K. French an... [Phys. Rev. E 88, 012806] Published Mon Jul 08, 2013
Keywords:
Networks and Interdisciplinary Physics
Print ISSN:
1539-3755
Electronic ISSN:
1550-2376
Topics:
Physics
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