Correlation based networks of equity returns sampled at different time horizons

[1]  M. Tumminello,et al.  Spanning Trees and bootstrap Reliability Estimation in Correlation-Based Networks , 2006, Int. J. Bifurc. Chaos.

[2]  J. Kertész,et al.  Increasing market efficiency: Evolution of cross-correlations of stock returns , 2005, physics/0506071.

[3]  Tomaso Aste,et al.  Interest rates hierarchical structure , 2005 .

[4]  Fabrizio Lillo,et al.  Cluster analysis for portfolio optimization , 2005, physics/0507006.

[5]  T. Di Matteo,et al.  Complex networks on hyperbolic surfaces , 2004, cond-mat/0408443.

[6]  M. Newman,et al.  Finding community structure in very large networks. , 2004, Physical review. E, Statistical, nonlinear, and soft matter physics.

[7]  T. D. Matteo,et al.  An interest rates cluster analysis , 2004, cond-mat/0401443.

[8]  F. Lillo,et al.  Networks of equities in financial markets , 2004, cond-mat/0401300.

[9]  K. Kaski,et al.  Clustering and information in correlation based financial networks , 2003, cond-mat/0312682.

[10]  M. Newman.  Fast algorithm for detecting community structure in networks. , 2003, Physical review. E, Statistical, nonlinear, and soft matter physics.

[11]  Guido Caldarelli,et al.  Universal scaling relations in food webs , 2003, Nature.

[12]  K. Kaski,et al.  Dynamics of market correlations: taxonomy and portfolio analysis. , 2003, Physical review. E, Statistical, nonlinear, and soft matter physics.

[13]  F. Lillo,et al.  Topology of correlation-based minimal spanning trees in real and model markets. , 2002, Physical review. E, Statistical, nonlinear, and soft matter physics.

[14]  K. Kaski,et al.  Dynamic asset trees and portfolio analysis , 2002, cond-mat/0208131.

[15]  M. Marsili.  Dissecting financial markets: sectors and states , 2002, cond-mat/0207156.

[16]  M. Bernaschi,et al.  Statistical analysis of fixed income market , 2002 .

[17]  S H Strogatz,et al.  Random graph models of social networks , 2002, Proceedings of the National Academy of Sciences of the United States of America.

[18]  L. Amaral,et al.  The web of human sexual contacts , 2001, Nature.

[19]  R Pastor-Satorras,et al.  Dynamical and correlation properties of the internet. , 2001, Physical review letters.

[20]  M. Marsili,et al.  Data clustering and noise undressing of correlation matrices. , 2000, Physical review. E, Statistical, nonlinear, and soft matter physics.

[21]  F. Lillo,et al.  High-frequency cross-correlation in a set of stocks , 2000, cond-mat/0009350.

[22]  G. Caldarelli,et al.  The fractal properties of Internet , 2000, cond-mat/0009178.

[23]  R. Mantegna,et al.  Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions , 2000, cond-mat/0002238.

[24]  Albert,et al.  Emergence of scaling in random networks , 1999, Science.

[25]  Michalis Faloutsos,et al.  On power-law relationships of the Internet topology , 1999, SIGCOMM '99.

[26]  Albert-László Barabási,et al.  Internet: Diameter of the World-Wide Web , 1999, Nature.

[27]  V. Plerou,et al.  Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series , 1999, cond-mat/9902283.

[28]  J. Bouchaud,et al.  Noise Dressing of Financial Correlation Matrices , 1998, cond-mat/9810255.

[29]  R. Mantegna.  Hierarchical structure in financial markets , 1998, cond-mat/9802256.

[30]  Duncan J. Watts,et al.  Collective dynamics of ‘small-world’ networks , 1998, Nature.

[31]  S. Redner.  How popular is your paper? An empirical study of the citation distribution , 1998, cond-mat/9804163.

[32]  A. Lo,et al.  THE ECONOMETRICS OF FINANCIAL MARKETS , 1996, Macroeconomic Dynamics.

[33]  William J. Cook,et al.  Combinatorial optimization , 1997 .

[34]  Kathryn Fraughnaugh,et al.  Introduction to graph theory , 1997, Networks.

[35]  K. Feldman.  Portfolio Selection, Efficient Diversification of Investments . By Harry M. Markowitz (Basil Blackwell, 1991) £25.00 , 1992 .

[36]  E. Elton.  Modern portfolio theory and investment analysis , 1981 .

[37]  T. W. Epps.  Comovements in Stock Prices in the Very Short Run , 1979 .

[38]  O. Maurice Joy,et al.  Comovement of International Equity Markets: A Taxonomic Approach , 1976, Journal of Financial and Quantitative Analysis.

[39]  Edwin J. Elton,et al.  Improved Forecasting Through the Design of Homogeneous Groups , 1971 .

[40]  J. Gower,et al.  Minimum Spanning Trees and Single Linkage Cluster Analysis , 1969 .

[41]  A. Stuart,et al.  Portfolio Selection: Efficient Diversification of Investments , 1959 .

[42]  D. A. Bell,et al.  Applied Statistics , 1953, Nature.

[43]  Journal of business , 2022 .