Summary
We present an outlook of the studies on correlations in the price time-series of stocks, discussing the construction and applications of “asset tree”. The topic discussed here should illustrate how the complex economic system (financial market) enrichens the list of existing dynamical systems that physicists have been studying for long.
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© 2006 Springer-Verlag Italia
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Chakraborti, A. (2006). An Outlook on Correlations in Stock Prices. In: Chatterjee, A., Chakrabarti, B.K. (eds) Econophysics of Stock and other Markets. New Economic Windows. Springer, Milano. https://doi.org/10.1007/978-88-470-0502-0_2
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DOI: https://doi.org/10.1007/978-88-470-0502-0_2
Publisher Name: Springer, Milano
Print ISBN: 978-88-470-0501-3
Online ISBN: 978-88-470-0502-0
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