| 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 [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 |
There is no file associated with this reference.
All documents in ORBi are protected by a user license.