Financial interaction networks inferred from traded volumes
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References listed on IDEAS
- Christoly Biely & Stefan Thurner, 2008. "Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series," Quantitative Finance, Taylor & Francis Journals, vol. 8(7), pages 705-722.
- Iacopo Mastromatteo & Matteo Marsili, 2011. "On the criticality of inferred models," Papers 1102.1624, arXiv.org, revised Sep 2011.
- Thomas Bury, 2012. "Statistical pairwise interaction model of stock market," Papers 1206.4420, arXiv.org, revised Jan 2014.
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