A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets
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Publication:5153521
DOI10.1007/978-3-030-65459-7_10zbMath1471.91547arXiv1703.00485OpenAlexW2592261270MaRDI QIDQ5153521
Gautier Marti, Philippe Donnat, Mikołaj Bińkowski, Frank Nielsen
Publication date: 30 September 2021
Published in: Signals and Communication Technology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.00485
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Financial networks (including contagion, systemic risk, regulation) (91G45) Financial markets (91G15)
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