Diffusion entropy analysis and random matrix analysis of the Indian stock market
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DOI: 10.1016/j.physa.2020.125122
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Cited by:
- Tao, Chen & Zhong, Guang-Yan & Li, Jiang-Cheng, 2023. "Dynamic correlation and risk resonance among industries of Chinese stock market: New evidence from time–frequency domain and complex network perspectives," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 614(C).
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Keywords
Random Matrix Theory; Diffusion entropy; Correlation networks; Network Analysis and Minimum Spanning Tree;All these keywords.
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