107 citations · 346 across the 16 of their papers we have counts for
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q-fin.ST2014★ 107 cited
Correlation and Network Topologies in Global and Local Stock Indices
Ashadun Nobi, Sungmin Lee, Doo Hwan Kim +1
This study examined how the correlation and network structure of 30 global indices and 145 local Korean indices belonging to the KOSPI 200 have changed during the 13-year period, 2…
q-fin.ST2013★ 42 cited
Random Matrix Theory and Cross-correlations in Global Financial Indices and Local Stock Market Indices
Ashadun Nobi, Seong Eun Maeng, Gyeong Gyun Ha +1
We analyzed cross-correlations between price fluctuations of global financial indices (20 daily stock indices over the world) and local indices (daily indices of 200 companies in t…