Correlation based networks of equity returns sampled at different time horizons

DOI10.1140/epjb/e2006-00414-4zbMath1189.91133arXivphysics/0605251MaRDI QIDQ978862

J. Martínez

Publication date: 25 June 2010

Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/physics/0605251

Mathematics Subject Classification ID

91D30: Social networks; opinion dynamics

91B80: Applications of statistical and quantum mechanics to economics (econophysics)

91B84: Economic time series analysis