Correlation and volatility in an Indian stock market: A random matrix approach
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- Sandoval, Leonidas & Franca, Italo De Paula, 2012. "Correlation of financial markets in times of crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(1), pages 187-208.
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Keywords89.65.Gh Economics; econophysics; financial markets; business and management; 89.65.-s Social and economic systems; 89.75.-k Complex systems;
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