Spectral and network methods in the analysis of correlation matrices of financial time series

Tapio Heimo, Jari Saramäki, Jukka-Pekka Onnela, Kimmo Kaski

    Research output: Working paperProfessional

    Original languageEnglish
    Publication statusPublished - 2006
    MoE publication typeD4 Published development or research report or study

    Publication series

    NameEconophysics Colloquim 2006, Tokio, Japani, 23.-25.11.2006

    Cite this