Dynamics of market correlations: Taxonomy and portfolio analysis

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

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@article{5bb0d5849e4644b1a3b65862870cdfea,

title = "Dynamics of market correlations: Taxonomy and portfolio analysis",

author = "Jukka-Pekka Onnela and Anirban Chakraborti and Kimmo Kaski and Janos Kertesz and Antti Kanto",

year = "2003",

doi = "10.1103/PhysRevE.68.056110",

language = "English",

volume = "68",

pages = "056110",

journal = "Physical Review E",

issn = "2470-0053",

publisher = "American Physical Society",

}

TY - JOUR

T1 - Dynamics of market correlations: Taxonomy and portfolio analysis

AU - Onnela, Jukka-Pekka

AU - Chakraborti, Anirban

AU - Kaski, Kimmo

AU - Kertesz, Janos

AU - Kanto, Antti

PY - 2003

Y1 - 2003

U2 - 10.1103/PhysRevE.68.056110

DO - 10.1103/PhysRevE.68.056110

M3 - Article

SN - 2470-0053

SN - 1550-2376

SN - 1095-3787

VL - 68

SP - 056110

JO - Physical Review E

JF - Physical Review E

ER -