Author of the publication

The bulk of the stock market correlation matrix is not pure noise

, , and . Physica A: Statistical Mechanics and its Applications, (Jan 1, 2006)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Towards identifying the world stock market cross-correlations: DAX versus Dow Jones, , , and . Physica A: Statistical Mechanics and its Applications, 294 (1-2): 226--234 (May 1, 2001)Dynamics of competition between collectivity and noise in the stock market, , , , and . Physica A: Statistical Mechanics and its Applications, 287 (3-4): 440--449 (Dec 1, 2000)Stock market return distributions: From past to present, , , , and . Physica A: Statistical Mechanics and its Applications, 383 (1): 59--64 (Sep 1, 2007)Identifying complexity by means of matrices, , , and . Physica A: Statistical Mechanics and its Applications, 314 (1-4): 355--361 (Nov 1, 2002)The bulk of the stock market correlation matrix is not pure noise, , and . Physica A: Statistical Mechanics and its Applications, (Jan 1, 2006)Multifractality in the stock market: price increments versus waiting times, , and . Physica A: Statistical Mechanics and its Applications, (Mar 1, 2005)Alternation of different fluctuation regimes in the stock market dynamics, , and . Physica A: Statistical Mechanics and its Applications, 330 (3-4): 605--621 (Dec 15, 2003)Time scales involved in emergent market coherence, , and . Physica A: Statistical and Theoretical Physics, 337 (1-2): 231--242 (Jun 1, 2004)Financial multifractality and its subtleties: an example of DAX, , and . Physica A: Statistical Mechanics and its Applications, 316 (1-4): 496--510 (Dec 15, 2002)Nature of order from random two-body interactions, and . Physica A: Statistical Mechanics and its Applications, 301 (1-4): 291--300 (Dec 1, 2001)