Domino effect for world market fluctuations

Vandewalle, Nicolas; Boveroux, P.; Brisbois, F.

doi:10.1007/s100510051158

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Article (Scientific journals)

Domino effect for world market fluctuations

Vandewalle, Nicolas; Boveroux, P.; Brisbois, F.

2000 • In European Physical Journal B -- Condensed Matter, 15 (3), p. 547-549

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https://hdl.handle.net/2268/18016

DOI
10.1007/s100510051158

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Abstract :

[en] In order to emphasize cross-correlations for fluctuations in major market places, series of up and down spins are built from financial data. Patterns frequencies are measured, and statistical tests performed. Strong cross-correlations are emhasized, proving that market moves are collective behaviors.

Disciplines :

Physics

Author, co-author :

Vandewalle, Nicolas ; Université de Liège - ULiège > Département de physique > Physique statistique

Boveroux, P.

Brisbois, F.

Language :

English

Title :

Domino effect for world market fluctuations

Publication date :

June 2000

Journal title :

European Physical Journal B -- Condensed Matter

ISSN :

1434-6028

eISSN :

1434-6036

Publisher :

Springer Science & Business Media B.V., New York, United States - New York

Volume :

Issue :

Pages :

547-549

Peer reviewed :

Peer Reviewed verified by ORBi

Available on ORBi :

since 07 August 2009

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