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Correlation structure and dynamics in volatile markets

Aste, T and Shaw, W and Di Matteo, T (2010) Correlation structure and dynamics in volatile markets. New Journal of Physics , 12

An open access publication


Type:Article
Title:Correlation structure and dynamics in volatile markets
Open access status:An open access publication
Publisher version:http://www.iop.org/EJ/journal/1367-2630/1
UCL classification:UCL > School of BEAMS > Faculty of Engineering Science > Computer Science
UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Mathematics

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