|Reference : Domino effect for world market fluctuations|
|Scientific journals : Article|
|Physical, chemical, mathematical & earth Sciences : Physics|
|Domino effect for world market fluctuations|
|Vandewalle, Nicolas [Université de Liège - ULg > Département de physique > Physique statistique >]|
|Boveroux, P. [ > > ]|
|Brisbois, F. [ > > ]|
|European Physical Journal B -- Condensed Matter|
|Springer Science & Business Media B.V.|
|Yes (verified by ORBi)|
|[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|
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