References for Journalarticle economics

Please note: the authoritative source for references in this article is the according PDF file.

Number of references: 14

Bordo, M.D., and Helbling, T. (2003). Have National Business Cycles Become More Synchronized? National Bureau of Economic Research, NBER Working Papers 10130.

Bouchaud, J.-P., and Potters, M. (2000). Theory of Financial Risks – From Statistical Physics to Risk Management. Cambridge University Press, Cambridge.

Kaufman, L., and Rousseeuw, P.J. (1990). Finding Groups in Data: An Introduction to Cluster Analysis. Wiley, New York.

Laloux, L., Cizeau, P., Bouchaud, J.-P., and Potters, M. (1999). Noise Dressing of Financial Correlation Matrices. Phys. Rev. Lett, 83(7):1467-1470.

Maddison, A. (1995). Monitoring the World Economy 1820–1992. OECD, Paris.

Mantegna, R.N. (1998). Hierarchical Structure in Financial Markets., Quantitative Finance Papers cond-mat/9802256.

Mantegna, R.N., and Stanley, H.E. (2000). An Introduction to Econophysics. Cambridge University Press, Cambridge.

Markowitz, H.M. (1952). Portfolio Selection. Journal of Finance, 7(1):77-91.

Martins, A.C.R. (2007). Random, but not so Much a Parameterization for the Returns and Correlation Matrix of Financial Time Series. Physica A, 383:527-532.

Mehta, M. (1991). Random Matrices. Academic Press, New York.

Ormerod, P., and Mounfield, C. (2002). The Convergence of European Business Cycles, 1978–2000. Physica A, 307:494-504.

Ormerod P., and Mounfield, C. (2000). Random Matrix Theory and the Failure of Macroeconomic Forecasting. Physica A, 280:497-504.

Plerou, V., Gopikrishnan, P., Rosenow, B., Amaral, L.A.N., and Stanley, H.E. (2000). A Random Matrix Theory Approach to Financial Cross-Correlations. Physica A, 287:374-382.

Sharpe, W.F. (1964). Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk. Journal of Finance, 19(3):425-442.