Correlation based networks of equity returns sampled at different time horizons

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Bibliographic Details
Published in:The European physical journal. B, Condensed matter physics Condensed matter physics, 2007-01, Vol.55 (2), p.209-217
Main Authors: Tumminello, M., Di Matteo, T., Aste, T., Mantegna, R. N.
Format: Article
Language:English
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ISSN:1434-6028
1434-6036
DOI:10.1140/epjb/e2006-00414-4