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Stochastic dynamical model for stock-stock correlations
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instance of
scholarly article
1 reference
stated in
Europe PubMed Central
PubMed publication ID
15447539
reference URL
https://www.ebi.ac.uk/europepmc/webservices/rest/search?query=EXT_ID:15447539%20AND%20SRC:MED&resulttype=core&format=json
retrieved
3 January 2020
title
Stochastic dynamical model for stock-stock correlations
(English)
1 reference
stated in
Europe PubMed Central
PubMed publication ID
15447539
reference URL
https://www.ebi.ac.uk/europepmc/webservices/rest/search?query=EXT_ID:15447539%20AND%20SRC:MED&resulttype=core&format=json
retrieved
3 January 2020
main subject
condensed matter physics
0 references
author
Chin-Kun Hu
series ordinal
2
1 reference
stated in
Europe PubMed Central
PubMed publication ID
15447539
reference URL
https://www.ebi.ac.uk/europepmc/webservices/rest/search?query=EXT_ID:15447539%20AND%20SRC:MED&resulttype=core&format=json
retrieved
3 January 2020
author name string
Wen-Jong Ma
series ordinal
1
1 reference
stated in
Europe PubMed Central
PubMed publication ID
15447539
reference URL
https://www.ebi.ac.uk/europepmc/webservices/rest/search?query=EXT_ID:15447539%20AND%20SRC:MED&resulttype=core&format=json
retrieved
3 January 2020
Ravindra E Amritkar
series ordinal
3
1 reference
stated in
Europe PubMed Central
PubMed publication ID
15447539
reference URL
https://www.ebi.ac.uk/europepmc/webservices/rest/search?query=EXT_ID:15447539%20AND%20SRC:MED&resulttype=core&format=json
retrieved
3 January 2020
language of work or name
English
0 references
publication date
4 August 2004
1 reference
stated in
Europe PubMed Central
PubMed publication ID
15447539
reference URL
https://www.ebi.ac.uk/europepmc/webservices/rest/search?query=EXT_ID:15447539%20AND%20SRC:MED&resulttype=core&format=json
retrieved
3 January 2020
published in
Physical Review E
1 reference
stated in
Europe PubMed Central
PubMed publication ID
15447539
reference URL
https://www.ebi.ac.uk/europepmc/webservices/rest/search?query=EXT_ID:15447539%20AND%20SRC:MED&resulttype=core&format=json
retrieved
3 January 2020
volume
70
1 reference
stated in
Europe PubMed Central
PubMed publication ID
15447539
reference URL
https://www.ebi.ac.uk/europepmc/webservices/rest/search?query=EXT_ID:15447539%20AND%20SRC:MED&resulttype=core&format=json
retrieved
3 January 2020
issue
2 Pt 2
1 reference
stated in
Europe PubMed Central
PubMed publication ID
15447539
reference URL
https://www.ebi.ac.uk/europepmc/webservices/rest/search?query=EXT_ID:15447539%20AND%20SRC:MED&resulttype=core&format=json
retrieved
3 January 2020
page(s)
026101
1 reference
stated in
Europe PubMed Central
PubMed publication ID
15447539
reference URL
https://www.ebi.ac.uk/europepmc/webservices/rest/search?query=EXT_ID:15447539%20AND%20SRC:MED&resulttype=core&format=json
retrieved
3 January 2020
cites work
Random matrix approach to cross correlations in financial data
1 reference
stated in
Crossref
reference URL
https://api.crossref.org/works/10.1103%2FPHYSREVE.70.026101
retrieved
21 January 2018
Distributions of singular values for some random matrices
1 reference
stated in
Crossref
reference URL
https://api.crossref.org/works/10.1103%2FPHYSREVE.70.026101
retrieved
21 January 2018
Hierarchical structure in financial markets
1 reference
stated in
Crossref
reference URL
https://api.crossref.org/works/10.1103%2FPHYSREVE.70.026101
retrieved
21 January 2018
Data clustering and noise undressing of correlation matrices
1 reference
stated in
Crossref
reference URL
https://api.crossref.org/works/10.1103%2FPHYSREVE.70.026101
retrieved
21 January 2018
Macrostate data clustering
1 reference
stated in
Crossref
reference URL
https://api.crossref.org/works/10.1103%2FPHYSREVE.70.026101
retrieved
21 January 2018
Scaling and criticality in a stochastic multi-agent model of a financial market
1 reference
stated in
Crossref
reference URL
https://api.crossref.org/works/10.1103%2FPHYSREVE.70.026101
retrieved
21 January 2018
Identifiers
DOI
10.1103/PHYSREVE.70.026101
1 reference
stated in
Europe PubMed Central
PubMed publication ID
15447539
reference URL
https://www.ebi.ac.uk/europepmc/webservices/rest/search?query=EXT_ID:15447539%20AND%20SRC:MED&resulttype=core&format=json
retrieved
3 January 2020
ADS bibcode
2004PhRvE..70b6101M
0 references
PubMed publication ID
15447539
1 reference
stated in
Europe PubMed Central
PubMed publication ID
15447539
reference URL
https://www.ebi.ac.uk/europepmc/webservices/rest/search?query=EXT_ID:15447539%20AND%20SRC:MED&resulttype=core&format=json
retrieved
3 January 2020
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