Reference : Domino effect for world market fluctuations
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Physics
http://hdl.handle.net/2268/18016
Domino effect for world market fluctuations
English
Vandewalle, Nicolas mailto [Université de Liège - ULg > Département de physique > Physique statistique >]
Boveroux, P. [ > > ]
Brisbois, F. [ > > ]
Jun-2000
European Physical Journal B -- Condensed Matter
Springer Science & Business Media B.V.
15
3
547-549
Yes (verified by ORBi)
1434-6028
New York
NY
[en] In order to emphasize cross-correlations for fluctuations in major market places, series of up and down spins are built from financial data. Patterns frequencies are measured, and statistical tests performed. Strong cross-correlations are emhasized, proving that market moves are collective behaviors.
Researchers ; Professionals ; Students
http://hdl.handle.net/2268/18016

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