Multifractal cross-correlation effects in two-variable time series of complex network vertex observables
نویسندگان
چکیده
منابع مشابه
a cross-comparative dtudy between two textbook series in terms of the presentation of politeness
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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: Physical Review E
سال: 2016
ISSN: 2470-0045,2470-0053
DOI: 10.1103/physreve.94.042307