Analyzing the Long Term Cohesive Effect of Sector Specific Driving Forces.
Financial markets are partially composed of sectors dominated by external driving forces, such as commodity prices, infrastructure and other indices. We characterize the statistical properties of such sectors and present a novel model for the coupling of the stock prices and their dominating driving...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2016-01-01
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| Series: | PLoS ONE |
| Online Access: | http://europepmc.org/articles/PMC4816528?pdf=render |