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Correlation structure and dynamics in volatile markets

Aste, T; Shaw, W; Di Matteo, T; (2010) Correlation structure and dynamics in volatile markets. NEW JOURNAL OF PHYSICS , 12 (ARTN 085) 10.1088/1367-2630/12/8/085009. Gold open access

Type: Article
Title: Correlation structure and dynamics in volatile markets
Open access status: An open access publication
DOI: 10.1088/1367-2630/12/8/085009
Keywords: Science & Technology, Physical Sciences, Physics, Multidisciplinary, Physics, COMPLEX NETWORKS, FINANCIAL MARKET, ASSET TREES, SYSTEMS, MATRICES
URI: http://discovery.ucl.ac.uk/id/eprint/647227
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