Correlation, hierarchies, and networks in financial markets

Journal of Economic Behavior & Organization 2010 Vol. 75; Iss. 1

Correlation, hierarchies, and networks in financial markets

Michele Tumminello, Fabrizio Lillo, Rosario N. Mantegna
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Volume:
75
Year:
2010
Language:
english
DOI:
10.1016/j.jebo.2010.01.004
File:
PDF, 1.21 MB
english, 2010
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