Correlation, hierarchies, and networks in financial markets-Reference-Cited by-同舟云学术

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Correlation, hierarchies, and networks in financial markets

Published:2010-07 Issue:1 Volume:75 Page:40-58
ISSN:0167-2681
Container-title:Journal of Economic Behavior & Organization
language:en
Short-container-title:Journal of Economic Behavior & Organization

Author:

Tumminello Michele,Lillo Fabrizio,Mantegna Rosario N.

Publisher

Elsevier BV

Subject

Organizational Behavior and Human Resource Management,Economics and Econometrics

Reference39 articles.

1. Cluster Analysis for Applications;Anderberg,1973

2. More is different;Anderson;Science,1972

3. The student ensemble of correlation matrices: eigenvalue spectrum and Kullback–Leibler entropy;Biroli;Acta Physica Polonica B,2007

4. Superparamagnetic clustering of data;Blatt;Physical Review Letters,1996

5. Taxonomy of stock market indices;Bonanno;Physical Review E,2000

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