Dynamics of market correlations: Taxonomy and portfolio analysis

Jukka-Pekka Onnela, Anirban Chakraborti, Kimmo Kaski, Janos Kertesz, Antti Kanto

    Research output: Contribution to journalArticleScientificpeer-review

    420 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)056110
    JournalPhysical Review E
    Volume68
    DOIs
    Publication statusPublished - 2003
    MoE publication typeA1 Journal article-refereed

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