Domino effect for world market fluctuations
classification
❄️ cond-mat.stat-mech
q-fin.ST
keywords
marketcross-correlationsfluctuationsbehaviorsbuiltcollectivedatadomino
read the original abstract
In order to emphasize cross-correlations for fluctuations in major market places, series of up and down spins are built from financial data. Patterns frequencies are measured, and statistical tests performed. Strong cross-correlations are emphasized, proving that market moves are collective behaviors.
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