Correlation based networks of equity returns sampled at different time horizons

Research output: Contribution to journalArticlepeer-review

160 Citations (Scopus)
Original languageEnglish
Pages (from-to)209-217
Number of pages9
JournalTHE EUROPEAN PHYSICAL JOURNAL. B, CONDENSED MATTER PHYSICS
Volume55
Publication statusPublished - 2007

All Science Journal Classification (ASJC) codes

  • Electronic, Optical and Magnetic Materials
  • Condensed Matter Physics

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