Before revision:  We choose the US S&P-500 and Japanese Nikkei-225 financial markets, over a 32-year period, and study the evolution of the cross-correlation matrices computed over different short time-intervals or "epochs", and their corresponding eigen-entropies.
After revision:  We choose the US S&P-500 and Japanese Nikkei-225 financial markets, over a 32-year period, and study the evolution of the cross-correlation matrices and their corresponding eigen-entropies.