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Market Correlation Structure Changes Around the Great Crash: A Random Matrix Theory Analysis of the Chinese Stock Market

Authors :
Rui-Qi Han
Wen-Jie Xie
Xiong Xiong
Wei Zhang
Wei-Xing Zhou
Publication Year :
2022
Publisher :
WORLD SCIENTIFIC, 2022.

Details

Database :
OpenAIRE
Accession number :
edsair.doi...........0520be7e7532a57a128291d0ca55461e
Full Text :
https://doi.org/10.1142/9789811252143_0053