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20202025
most citedDynamics of the market states in the space of correlation matrices with applications to financial markets

1 citations · 3 across the 4 of their papers we have counts for

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stat.AP2023★ 1 cited

COVID anomaly in the correlation analysis of S&P 500 market states

M. Mijaíl Martínez-Ramos, Manan Vyas, Parisa Majai +1

Analyzing market states of the S&P 500 components on a time horizon January 3, 2006 to August 10, 2023, we found the appearance of a new market state not previously seen and we sha…