Quantifying the dynamics of financial correlations (Q5947873)
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scientific article; zbMATH DE number 1666239
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantifying the dynamics of financial correlations |
scientific article; zbMATH DE number 1666239 |
Statements
Quantifying the dynamics of financial correlations (English)
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23 October 2001
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correlation matrix formalism
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financial time series
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fluctuations
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