机译:大崩盘前后的市场关联结构变化——基于中国股市的随机矩阵理论分析
East China Univ Sci & Technol, Res Ctr Econophys, Dept Math, Sch Sci, Shanghai 200237, Peoples R China;
East China Univ Sci & Technol, Dept Finance, Sch Business, Postdoctoral Res Stn,Res Ctr Econophys, Shanghai 200237, Peoples R China;
Tianjin Univ, China Ctr Social Comp & Analyt, Coll Management & Econ, Tianjin 300072, Peoples R ChinaEast China Univ Sci & Technol, Res Ctr Econophys, Dept Finance, Sch Business,Dept Math,Sch Sci, Shanghai 200237, Peoples R China;
Econophysics; random matrix theory; Partial correlation; stock market; financial crisis; eigenvalue;