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Journal of Siberian Federal University. Mathematics & Physics, 2010, Volume 3, Issue 4, Pages 521–532
(Mi jsfu151)
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Correlation analysis of the Russian banking system under adaptation to economical crisis in 2007–2008 years
Alevtina N. Krasnenkoa, Elena V. Pokidyshevab, Kseniya Yu. Veretnovaa, Tatyana A. Tyukinac a Institute of Mathematics, Siberian Federal University, Krasnoyarsk, Russia
b Krasnoyarsk State Trade and Economic Institute, Krasnoyarsk, Russia
c Department of Mathematics, University of Leicester, Leicester, United Kingdom
Abstract:
We study dynamics of the Russian banking system in 2007–2009 years using the method of correlation adaptometry. The results are tofold:
1. Analysis ot the data proves that dynamics of correlation may serve as an indicator of economical crisis in this sector too.
2. Development of crisis in the Russian banking system follows the main world tendensies.
Keywords:
correlations, adaptation, effect of group stress.
Received: 18.05.2010 Received in revised form: 25.07.2010 Accepted: 10.08.2010
Citation:
Alevtina N. Krasnenko, Elena V. Pokidysheva, Kseniya Yu. Veretnova, Tatyana A. Tyukina, “Correlation analysis of the Russian banking system under adaptation to economical crisis in 2007–2008 years”, J. Sib. Fed. Univ. Math. Phys., 3:4 (2010), 521–532
Linking options:
https://www.mathnet.ru/eng/jsfu151 https://www.mathnet.ru/eng/jsfu/v3/i4/p521
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