Analysis of stock prices of mining business
Year of publication: |
2011
|
---|---|
Authors: | Ahn, Sanghyun ; Lim, G.C. ; Kim, S.H. ; Kim, Soo Yong ; Yoon, Kwon Youb ; Stanfield, Joseph Lee ; Kim, Kyungsik |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 390.2011, 12, p. 2340-2349
|
Publisher: |
Elsevier |
Subject: | Mining business | Random matrix theory | Correlation matrix | Inverse participation ratio | Time-lag cross correlations |
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