Summary: Correlation structure and dynamics in volatile markets
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2010 New J. Phys. 12 085009
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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
, W Shaw2
and T Di Matteo2,3
School of Physical Sciences, University of Kent, Canterbury,
Kent CT2 7NH, UK