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Correlation, hierarchies, and networks in financial markets
Tumminello, Michele; Lillo, Fabrizio; Mantegna, Rosario N. - In: Journal of economic behavior & organization : JEBO 75 (2010) 1, pp. 40-58
Persistent link: https://www.econbiz.de/10008667031
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An introduction to econophysics : correlations and complexity in finance
Mantegna, Rosario N.; Stanley, H. Eugene - 2000
Persistent link: https://www.econbiz.de/10001408614
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A look at financial dependencies by means of econophysics and financial economics
Raddant, M.; Di Matteo, Tiziana - In: Journal of economic interaction and coordination 18 (2023) 4, pp. 701-734
Persistent link: https://www.econbiz.de/10014422588