SPIE Proceedings [SPIE SPIE Third International Symposium...

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SPIE Proceedings [SPIE SPIE Third International Symposium on Fluctuations and Noise - Austin, TX (Monday 23 May 2005)] Noise and Fluctuations in Econophysics and Finance - Correlation filtering in financial time series (Invited Paper)

Aste, T., Di Matteo, Tiziana, Tumminello, M., Mantegna, R. N., Abbott, Derek, Bouchaud, Jean-Philippe, Gabaix, Xavier, McCauley, Joseph L.
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Volume:
5848
Year:
2005
Language:
english
DOI:
10.1117/12.619185
File:
PDF, 338 KB
english, 2005
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