An Outlook on Correlations in Stock Prices
Physics and Society
2015-06-26 v1 Statistical Finance
Abstract
We present an outlook of the studies on correlations in the price timeseries of stocks, discussing the construction and applications of "asset tree". The topic discussed here should illustrate how the complex economic system (financial market) enrichens the list of existing dynamical systems that physicists have been studying for long.
Keywords
Cite
@article{arxiv.physics/0605246,
title = {An Outlook on Correlations in Stock Prices},
author = {Anirban Chakraborti},
journal= {arXiv preprint arXiv:physics/0605246},
year = {2015}
}
Comments
6 pages, RevTeX format. To appear in the Conference Proceedings of ECONOPHYS-KOLKATA II: International Workshop on Econophysics of Stock Markets and Minority Games", February 14-17, 2006, SINP, Kolkata, as a book chapter in Eds. A. Chatterjee and B.K. Chakrabarti, Econophysics of Stock and other Markets, (Springer-Verlag (Italia), Milan, 2006)