Concepedia

Correlation analysis of the Korean stock market: Revisited to consider the influence of foreign exchange rate

Sang Kyun Jo, Min Jae Kim, Kyuseong Lim, Soo Yong Kim

Physica A Statistical Mechanics and its Applications · 2017 · 11 citations · 31 references

DOI

Concepts

References

31

Characterization of Chaotic Quantum Spectra and Universality of Level Fluctuation Laws

O. Bohigas, M.J. Giannoni, C. Schmit · Physical Review Letters · 1984 · 2.7K citations

, , +11

Statistical Theory of the Energy Levels of Complex Systems. I

Freeman J. Dyson · Journal of Mathematical Physics · 1962 · 2.3K citations

, , +13

Random-matrix physics: spectrum and strength fluctuations

Thomas A. Brody, J. Flores, J.B. French et al. · Reviews of Modern Physics · 1981 · 2.1K citations

, , +15

Communication Patterns in Task-Oriented Groups

Alex Bavelas · The Journal of the Acoustical Society of America · 1950 · 2.1K citations

, , +10

Hierarchical structure in financial markets

Rosario N. Mantegna · The European Physical Journal B · 1999 · 2K citations · Full text

, , +16