| | |
Summary: Correlation structure and dynamics in volatile markets
This article has been downloaded from IOPscience. Please scroll down to see the full text article.
2010 New J. Phys. 12 085009
(http://iopscience.iop.org/1367-2630/12/8/085009)
Download details:
IP Address: 129.31.146.235
The article was downloaded on 25/08/2010 at 14:43
Please note that terms and conditions apply.
View the table of contents for this issue, or go to the journal homepage for more
Home Search Collections Journals About Contact us My IOPscience
T h e o p e n a c c e s s j o u r n a l f o r p h y s i c s
New Journal of Physics
Correlation structure and dynamics in volatile
markets
T Aste1,2,3,4
, W Shaw2
and T Di Matteo2,3
1
School of Physical Sciences, University of Kent, Canterbury,
Kent CT2 7NH, UK
|