Browsing by Keywords "Cross-correlation coefficient"
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Analysis of cross-correlations between financial markets after the 2008 crisis
(Elsevier BV, 2013)We analyze the cross-correlation matrix C of the index returns of the main financial markets after the 2008 crisis using methods of random matrix theory. We test the eigenvalues of C for universal properties of random ... -
Investigation of total electron content variability due to seismic and geomagnetic disturbances in the ionosphere
(Wiley-Blackwell Publishing, 2010-10-20)Variations in solar, geomagnetic, and seismic activity can cause deviations in the ionospheric plasma that can be detected as disturbances in both natural and man-made signals. Total electron content (TEC) is an efficient ... -
Selecting the most suitable index for the Istanbul Securities Exchange
(Bilkent University, 1990)This study examines the security market indicators in the foreign stock exchanges and in the Istanbul Securities Exchange (ISE) stock and proposes an index that may be the most suitable one for the ISE. The observations ...
