Dynamics of market correlations: Taxonomy and portfolio analysis
From Thermodynamics of Computation
- reference groups
- Thermodynamics of Neurobiology
- author-supplied keywords
- keywords
- authors
- J. P. Onnela
- A. Chakraborti
- K. Kaski
- J. Kertész
- A. Kanto
- title
- Dynamics of market correlations: Taxonomy and portfolio analysis
- type
- journal
- year
- 2003
- source
- Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics
- volume
- 68
- issue
- 5
- link
- https://www.mendeley.com/catalogue/6e3ef59b-31bb-3b03-a824-37fbb4efd65d/(0)
Counts
- Citation count
- 35
- Page views
- 2
Identifiers
- doi: 10.1103/PhysRevE.68.056110 (Google search)
- issn: 1063651X
- sgr: 84865071495
- arxiv: cond-mat/0302546
- scopus: 2-s2.0-84865071495
- pui: 452211137
