Domino effect for world market fluctuations

被引：0
|
作者：
N. Vandewalle
Ph. Boveroux
F. Brisbois
机构：
[1] GRASP,
[2] Institut de Physique B5,undefined
[3] Université de Liège,undefined
来源：
The European Physical Journal B - Condensed Matter and Complex Systems | 2000年 / 15卷
关键词：
PACS. 02.50.-r Probability theory, stochastic processes, and statistics; 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion; 89.90.+n Other topics of general interest to physicists;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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 emphasized, proving that market moves are collective behaviors.
引用
收藏
页码：547 / 549
页数：2
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