Correlation analysis of the Russian banking system under adaptation to economical crisis in 2007--2008 years
Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika, Tome 3 (2010) no. 4, pp. 521-532

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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, effect of group stress.
Mots-clés : adaptation
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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. Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika, Tome 3 (2010) no. 4, pp. 521-532. http://geodesic.mathdoc.fr/item/JSFU_2010_3_4_a9/