Correlation patterns of NIKKEI index constituents
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DOI: 10.1016/j.physa.2007.04.109
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Cited by:
- Laih, Yih-Wenn, 2014. "Measuring rank correlation coefficients between financial time series: A GARCH-copula based sequence alignment algorithm," European Journal of Operational Research, Elsevier, vol. 232(2), pages 375-382.
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Keywords
Principal component; Index constituent; NIKKEI 225; Mean-field theory; Sequence alignment; Time in economics;All these keywords.
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