Stability and Hierarchy of Quasi-Stationary States: Financial Markets as an Example
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Cited by:
- Heckens, Anton J. & Guhr, Thomas, 2022. "New collectivity measures for financial covariances and correlations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
- Tobias Wand & Oliver Kamps & Hiroshi Iyetomi, 2024. "Causal Hierarchy in the Financial Market Network -- Uncovered by the Helmholtz-Hodge-Kodaira Decomposition," Papers 2408.12839, arXiv.org.
- Hirdesh K. Pharasi & Suchetana Sadhukhan & Parisa Majari & Anirban Chakraborti & Thomas H. Seligman, 2021. "Dynamics of the market states in the space of correlation matrices with applications to financial markets," Papers 2107.05663, arXiv.org.
- Pharasi, Hirdesh K. & Seligman, Eduard & Sadhukhan, Suchetana & Majari, Parisa & Seligman, Thomas H., 2024. "Dynamics of market states and risk assessment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 633(C).
- Martin He{ss}ler & Tobias Wand & Oliver Kamps, 2023. "Efficient Multi-Change Point Analysis to decode Economic Crisis Information from the S&P500 Mean Market Correlation," Papers 2308.00087, arXiv.org.
- Gartzke, Sebastian & Wang, Shanshan & Guhr, Thomas & Schreckenberg, Michael, 2022. "Spatial correlation analysis of traffic flow on parallel motorways in Germany," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 599(C).
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This paper has been announced in the following NEP Reports:- NEP-MFD-2015-03-05 (Microfinance)
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