The seismography of crashes in financial markets
This paper investigates the dynamics of stocks in the S&P500 for the last 33 years, considering the population of all companies present in the index for the whole period. Using a stochastic geometry tech¬nique and defining a robust index of the dynamics of the market struc¬ture, which is able to...
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| Formato: | workingPaper |
| Idioma: | eng |
| Publicado em: |
2010
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| Texto completo: | http://hdl.handle.net/10400.5/2570 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/2570 |