Showing 1 - 2 of 2
We investigate serial correlation, periodic, aperiodic and scaling behavior of eigenmodes, i.e., daily price fluctuation time-series derived from eigenvectors, of correlation matrices of shares listed on the Johannesburg Stock Exchange (JSE) from January 1993 to December 2002. Periodic, or...
Persistent link: https://www.econbiz.de/10014200321
Persistent link: https://www.econbiz.de/10003791854