Dynamic correlations at different time-scales with empirical mode decomposition

Author:

Nava Noemi,Di Matteo T.,Aste Tomaso

Funder

Conacyt-Mexico

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference39 articles.

1. Introduction to Econophysics: Correlations and Complexity in Finance;Mantegna,1999

2. Correlation structure and dynamics in volatile markets;Aste;New J. Phys.,2010

3. Dynamical networks from correlations;Aste;Physica A,2006

4. Introduction to complex and econophysics systems: A navigation map;Aste;Complex Phys. Biophys. Econophys. Syst.,2010

5. Rosario N. Mantegna, H. Eugene Stanley, An introduction to econophysics: correlation and complexity in finance, 2000.

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