Dynamic evolution of cross-correlations in the Chinese stock market
F Ren, WX Zhou - PloS one, 2014 - journals.plos.org
The analysis of cross-correlations is extensively applied for the understanding of
interconnections in stock markets and the portfolio risk estimation. Current studies of …
interconnections in stock markets and the portfolio risk estimation. Current studies of …
Comparing the collective behavior of banking industry in emerging markets versus mature ones by random matrix approach
One of the essential features of capital markets as an adaptive complex network is their
collective behavior. In this paper, we have analyzed the collective behavior of banking …
collective behavior. In this paper, we have analyzed the collective behavior of banking …
Hierarchical cluster-tendency analysis of the group structure in the foreign exchange market
XY Wu, ZG Zheng - Frontiers of Physics, 2013 - Springer
A hierarchical cluster-tendency (HCT) method in analyzing the group structure of networks of
the global foreign exchange (FX) market is proposed by combining the advantages of both …
the global foreign exchange (FX) market is proposed by combining the advantages of both …
Statistical properties of the stock and credit market: RMT and network topology
K Lim, MJ Kim, S Kim, SY Kim - Physica A: Statistical Mechanics and its …, 2014 - Elsevier
We analyzed the dependence structure of the credit and stock market using random matrix
theory and network topology. The dynamics of both markets have been spotlighted …
theory and network topology. The dynamics of both markets have been spotlighted …
Analyses of the structure of group correlations in Korean financial markets
JS Ko, G Lim, K Kim - Journal of the Korean Physical Society, 2012 - Springer
In this paper, we construct and analyze the structure of cross-correlations in two Korean
stock markets, the Korea Composite Stock Price Index (KOSPI) and the Korea Securities …
stock markets, the Korea Composite Stock Price Index (KOSPI) and the Korea Securities …
Analyses of Group Correlations in the KOSPI and the KOSDAQ
JS Ko, K Kim - Proceedings of the European Conference on Complex …, 2013 - Springer
We analyze the structure of cross-correlations in two Korean stock markets, the Korea
Composite Stock Price Index (KOSPI) and the Korea Securities Dealers Automated …
Composite Stock Price Index (KOSPI) and the Korea Securities Dealers Automated …