Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7382694 | Physica A: Statistical Mechanics and its Applications | 2012 | 22 Pages |
Abstract
⺠Financial crises are correlated with high correlation of stock exchange indices. ⺠There is a distinct global market movement common to all indices. ⺠The frequency distribution of the correlation matrix of indices is not normal.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Leonidas Junior, Italo De Paula Franca,