Correlation and volatility in an Indian stock market: A random matrix approach

By V. Kulkarni, N. Deo. 2007

47 citations recorded by the source corpus.

Subfields: Condensed Matter Physics, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/2baab1f703db46963b6d57805ca2fa94a5581472

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Condensed Matter Physics

1. Gangjin Wang
2. Chi Xie

In Economics and Econometrics

1. Gangjin Wang
2. Chi Xie
3. Ming-Yan Yang
4. Shou Chen
5. Jiao-Jiao Yang

In Finance

1. Chi Xie
2. Gangjin Wang

Citations in the corpus

• Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient (2013, methodology): “[6], it has beenwidely used to study the statistical properties of cross-correlations in different financial markets [9–28], such as the Warsaw stock market [13,22], the South African stock market [15], the Istanbul stock market [16], the foreign exchange market [19], and the Indian stock market [20”