Correlations, risk and crisis: From physiology to finance

AN Gorban, EV Smirnova, TA Tyukina - Physica A: Statistical Mechanics …, 2010 - Elsevier
We study the dynamics of correlation and variance in systems under the load of
environmental factors. A universal effect in ensembles of similar systems under the load of …
被引用次数：148 相关文章
[PDF] leicestermath.org.uk

[PDF][PDF] Correlations, risk and crisis: From physiology to finance

AN Gorban, EV Smirnova, TA Tyukina - Physica A, 2010 - leicestermath.org.uk
We study the dynamics of correlation and variance in systems under the load of
environmental factors. A universal effect in ensembles of similar systems under the load of …

Correlations, Risk and Crisis: From Physiology to Finance

AN Gorban, EV Smirnova, TA Tyukina - arXiv preprint arXiv:0905.0129, 2009 - arxiv.org
We study the dynamics of correlation and variance in systems under the load of
environmental factors. A universal effect in ensembles of similar systems under the load of …

Correlations, risk and crisis: From physiology to finance

AN Gorban, EV Smirnova, TA Tyukina - Physica A: Statistical …, 2010 - ideas.repec.org
We study the dynamics of correlation and variance in systems under the load of
environmental factors. A universal effect in ensembles of similar systems under the load of …
[PDF] researchgate.net

[PDF][PDF] Correlations, risk and crisis: From physiology to finance

AN Gorban, EV Smirnova, TA Tyukina - Physica A, 2010 - researchgate.net
We study the dynamics of correlation and variance in systems under the load of
environmental factors. A universal effect in ensembles of similar systems under the load of …
[PDF] archive.org

[PDF][PDF] Correlations, Risk and Crisis: From Physiology to Finance

AN Gorban, EV Smirnova… - arXiv preprint arXiv …, 2009 - scholar.archive.org
We study the dynamics of correlation and variance in systems under the load of
environmental factors. A universal effect in ensembles of similar systems under load of …
[PDF] unn.ru

[PDF][PDF] Correlations, Risk and Crisis: From Physiology to Finance

AN Gorban, EV Smirnova, TA Tyukina - arXiv preprint arXiv:0905.0129, 2009 - dalab.unn.ru
We study the dynamics of correlation and variance in systems under the load of
environmental factors. A universal effect in ensembles of similar systems under load of …

Correlations, risk and crisis: From physiology to finance

AN Gorban, EV Smirnova, TA Tyukina - Physica A: Statistical Mechanics …, 2010 - infona.pl
We study the dynamics of correlation and variance in systems under the load of
environmental factors. A universal effect in ensembles of similar systems under the load of …

Correlations, risk and crisis: From physiology to finance

AN Gorban, EV Smirnova… - Physica A: Statistical …, 2010 - econpapers.repec.org
We study the dynamics of correlation and variance in systems under the load of
environmental factors. A universal effect in ensembles of similar systems under the load of …
[PDF] academia.edu

[PDF][PDF] Correlations, risk and crisis: From physiology to finance

AN Gorban, EV Smirnova, TA Tyukina - Physica A, 2010 - academia.edu
We study the dynamics of correlation and variance in systems under the load of
environmental factors. A universal effect in ensembles of similar systems under the load of …