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

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

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The bulk of the stock market correlation matrix is not pure noise, , and . Physica A: Statistical Mechanics and its Applications, (Jan 1, 2006)Identifying complexity by means of matrices, , , and . Physica A: Statistical Mechanics and its Applications, 314 (1-4): 355--361 (Nov 1, 2002)Multifractality in the stock market: price increments versus waiting times, , and . Physica A: Statistical Mechanics and its Applications, (Mar 1, 2005)Stock market return distributions: From past to present, , , , and . Physica A: Statistical Mechanics and its Applications, 383 (1): 59--64 (Sep 1, 2007)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)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)Components of multifractality in high-frequency stock returns, , and . Physica A: Statistical Mechanics and its Applications, 350 (2-4): 466--474 (May 15, 2005)Nonextensive statistical features of the Polish stock market fluctuations, , and . Physica A: Statistical Mechanics and its Applications, 374 (1): 315--324 (Jan 15, 2007)