Silva, Marcus Fernandes da; Pereira, Leão; Area, Éder … - In: Physica A: Statistical Mechanics and its Applications 424 (2015) C, pp. 124-129
The objective of this paper is to demonstrate the influence of the blue-chips companies in the stock market. In this, we apply the detrended cross-correlation coefficient ρDCCA at the São Paulo stock market (Ibovespa, Brazil). Initially we found that there is a positive cross-correlation...