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20142026
most citedIdentifying long-term precursors of financial market crashes using correlation patterns

42 citations · 80 across the 15 of their papers we have counts for

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Showing 2019Show all

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q-fin.ST2019

Phase separation and scaling in correlation structures of financial markets

Anirban Chakraborti, Hrishidev, Kiran Sharma +1

Financial markets, being spectacular examples of complex systems, display rich correlation structures among price returns of different assets. The correlation structures change dra…