Correlation based networks of equity returns sampled at different time horizons

M Tumminello, T Aste, Tiziana Di Matteo, R. N. Mantegna

Research output: Contribution to journal › Article › peer-review

180 Citations (Scopus)

Cite this

@article{2dfbcc9f92274737a9cc9755db81a5b2,

title = "Correlation based networks of equity returns sampled at different time horizons",

author = "M Tumminello and T Aste and {Di Matteo}, Tiziana and Mantegna, {R. N.}",

year = "2007",

month = jan,

language = "English",

volume = "55",

pages = "209 -- 217",

journal = "European Physical Journal B",

publisher = "Springer New York",

number = "2",

}