Quantifying the behavior of stock correlations under market stress.
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Quantifying Wikipedia Usage Patterns Before Stock Market MovesQuantifying trading behavior in financial markets using Google TrendsCan Google Trends search queries contribute to risk diversification?Quantifying Systemic Risk by Solutions of the Mean-Variance Risk ModelAnalyzing the Long Term Cohesive Effect of Sector Specific Driving ForcesIntrinsic Multi-Scale Dynamic Behaviors of Complex Financial SystemsQuantifying Stock Return Distributions in Financial MarketsCollective attention and stock prices: evidence from Google Trends data on Standard and Poor's 100Quantifying International Travel Flows Using FlickrHow volatilities nonlocal in time affect the price dynamics in complex financial systemsStructure of local interactions in complex financial dynamicsQuantifying the relationship between financial news and the stock marketQuantifying the digital traces of Hurricane Sandy on FlickrSelf-organization of progress across the century of physicsEmerging interdependence between stock values during financial crashes.Mood and the market: can press reports of investors' mood predict stock prices?Agent-based model with asymmetric trading and herding for complex financial systemsUnraveling hidden order in the dynamics of developed and emerging marketsLong-Range Correlations and Memory in the Dynamics of Internet Interdomain Routing.Exploring Market State and Stock Interactions on the Minute Timescale.Changes in cross-correlations as an indicator for systemic risk.How high frequency trading affects a market indexInterplay between past market correlation structure changes and future volatility outbursts.Measuring critical transitions in financial markets.Ricci curvature: An economic indicator for market fragility and systemic risk.Cross-border portfolio investment networks and indicators for financial crises.Abrupt rise of new machine ecology beyond human response timeScaling symmetry, renormalization, and time series modeling: the case of financial assets dynamics.Scaling analysis of stock markets.
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P2860
Quantifying the behavior of stock correlations under market stress.
description
2012 nî lūn-bûn
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2012年の論文
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2012年学术文章
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2012年学术文章
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2012年学术文章
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2012年学术文章
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2012年學術文章
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name
Quantifying the behavior of stock correlations under market stress.
@ast
Quantifying the behavior of stock correlations under market stress.
@en
type
label
Quantifying the behavior of stock correlations under market stress.
@ast
Quantifying the behavior of stock correlations under market stress.
@en
prefLabel
Quantifying the behavior of stock correlations under market stress.
@ast
Quantifying the behavior of stock correlations under market stress.
@en
P2860
P50
P356
P1433
P1476
Quantifying the behavior of stock correlations under market stress.
@en
P2093
Dror Y Kenett
Eshel Ben-Jacob
P2860
P2888
P356
10.1038/SREP00752
P407
P577
2012-10-18T00:00:00Z