[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.
Disciplines :
Physics
Author, co-author :
Vandewalle, Nicolas ; Université de Liège - ULiège > Département de physique > Physique statistique
Boveroux, P.
Brisbois, F.
Language :
English
Title :
Domino effect for world market fluctuations
Publication date :
June 2000
Journal title :
European Physical Journal B -- Condensed Matter
ISSN :
1434-6028
eISSN :
1434-6036
Publisher :
Springer Science & Business Media B.V., New York, United States - New York
