Correlation based networks of equity returns sampled at different time horizons
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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
- Tola, Vincenzo & Lillo, Fabrizio & Gallegati, Mauro & Mantegna, Rosario N., 2008. "Cluster analysis for portfolio optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 235-258, January.
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Keywords89.75.-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;
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