The mathematical characterisation of stock market movements has been a subject of intense interest.
This report is the stock market crash in 2008 the correlation distribution.
All stocks of the KOSPI to analyze the relationship between the pair found that the results were interesting.
As you can see in the chart in 2008 were significantly higher correlation of each event you can see the results.
1,000 Day Parameter
KOSPI Stocks Price Correlation Distribution
X axis : Stocks Price Correlation Coefficient
Y axis : Quantity of stocks
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