Correlation based networks of equity returns sampled at different time horizons
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DOI: 10.1140/epjb/e2006-00414-4
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- M. Tumminello & T. Di Matteo & T. Aste & R. N. Mantegna, 2006. "Correlation based networks of equity returns sampled at different time horizons," Papers physics/0605251, arXiv.org, revised Apr 2007.
References listed on IDEAS
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- Vincenzo Tola & Fabrizio Lillo & Mauro Gallegati & Rosario N. Mantegna, 2005. "Cluster analysis for portfolio optimization," Papers physics/0507006, arXiv.org.
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Keywords
89.75.-k Complex systems; 05.45.Tp Time series analysis; 02.10.Ox Combinatorics; graph theory; 89.65.Gh Economics; econophysics; financial markets; business and management;All these keywords.
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