Relativistic time effects in financial dynamics
نویسندگان
چکیده
منابع مشابه
Cross-Correlation Dynamics in Financial Time Series
The dynamics of the equal-time cross-correlation matrix of multivariate financial time series is explored by examination of the eigenvalue spectrum over sliding time windows. Empirical results for the S&P 500 and the Dow Jones Euro Stoxx 50 indices reveal that the dynamics of the small eigenvalues of the cross-correlation matrix, over these time windows, oppose those of the largest eigenvalue. ...
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ژورنال
عنوان ژورنال: Nonlinear Dynamics
سال: 2013
ISSN: 0924-090X,1573-269X
DOI: 10.1007/s11071-013-1100-8