Phase transition in the S&P stock market
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- Type
- article
- Published
- 2013-06-11
- Cited by
- 7
- References
- 61
- Access
- Open access
- OpenAlex
- https://openalex.org/W2100889605
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:154561943
Keywords
Eigenvalues and eigenvectors, Stock market, Stock (firearms), Phase transition, Econometrics
References
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- The Potts model
- THE GENERALISED PRODUCT MOMENT DISTRIBUTION IN SAMPLES FROM A NORMAL MULTIVARIATE POPULATION
- Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model
- Quantum Mechanics: Volume II
- Random matrix approach to cross correlations in financial data.
- Fine structure of spectral properties for random correlation matrices: an application to financial markets.
- A Capital Asset Pricing Model with Time-Varying Covariances
- Studies in the Theory of Capital Markets.
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Application of Zhangs square root law and herding to financial markets
- Stock market linkages and financial contagion: A cobreaking analysis
- Liberalisation and stock market co-movement between emerging economies
- CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
- Signal and Noise in Correlation Matrix
- VII. Note on regression and inheritance in the case of two parents
- An Empirical Investigation of the Possibility of Stochastic Systematic Risk in the Market Model
- Evolvement of Uniformity and Volatility in the Stressed Global Financial Village
- Dependency Network and Node Influence: Application to the Study of Financial Markets
- Testing the CAPM with Time-Varying Risks and Returns
Cited by
- The design and performance of the adaptive stock market index
- Transitions in the stock markets of the US, UK and Germany
- Does the S&P500 index lead the crude oil dynamics? A complexity-based approach
- Dynamical filtered graphs in finance
- New collectivity measures for financial covariances and correlations
- Financial price dynamics and phase transitions in the stock markets
- Quasi-differentiation and its applications to noisy time series data from complex systems
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