Stabilities of Stock States in Chinese Stock Markets

被引：0
|
作者：
Lim, Gyuchang [1 ]
Seo, Kyungho [1 ]
Kim, Soo Yong [1 ]
Kim, Kyungsik [2 ]
机构：
[1] Korea Adv Inst Sci & Technol, Dept Phys, Taejon 305701, South Korea
[2] Pukyong Natl Univ, Dept Phys, Busan 608737, South Korea
来源：
COMPLEX SCIENCES, PT 2 | 2009年 / 5卷
关键词：
random matrix theory; correlation matrix; multi-factor model;
D O I：
暂无
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
We study the evolution of the correlation-based clusters of stocks, which usually accord with business groups. By segmenting the whole time series into several overlapping segments, we trace the dynamical evolution of each business sectors in terms of the multi-factor model and especially treat the stock prices of Shanghai composites that are not incorporated into developed markets of the financial time stock exchange index.
引用
收藏
页码：2396 / +
页数：2
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