Tumminello, M and Di Matteo, T and Aste, T and Mantegna, RN (2007) Correlation based networks of equity returns sampled at different time horizons. European Physical Journal B , 55 (2) 209 - 217.
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|Title:||Correlation based networks of equity returns sampled at different time horizons|
|UCL classification:||UCL > School of BEAMS > Faculty of Engineering Science > Computer Science|
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