Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions-Reference-Cited by-同舟云学术

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Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions

Published:2000-12 Issue:3-4 Volume:287 Page:412-419
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Kullmann L,Kertész J,Mantegna R.N

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference11 articles.

1. E.J. Elton, M.J. Gruber, Modern Portfolio Theory and Investment Analysis, J. Wiley & Sons, New York, 1995.

2. Theory of Financial Risks;Bouchaud,1999

3. R.N. Mantegna, cond-mat/9802256.

4. Hierarchical structure in financial markets

5. An Introduction to Econophysics: Correlations and Complexity in Finance;Mantegna,1999

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