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Evolution of correlation structure of industrial indices of U.S. equity markets
Buccheri, Giuseppe, Marmi, Stefano, Mantegna, Rosario N.Volume:
88
Language:
english
Journal:
Physical Review E
DOI:
10.1103/PhysRevE.88.012806
Date:
July, 2013
File:
PDF, 2.65 MB
english, 2013