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Hierarchical structure in financial markets

Rosario Mantegna

The European Physical Journal B: Condensed Matter and Complex Systems, 1999, vol. 11, issue 1, 193-197

Keywords: PACS. 02.50.Sk Multivariate analysis; 89.90.+n Other areas of general interest to physicists (search for similar items in EconPapers)
Date: 1999
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Journal Article: Hierarchical structure in financial markets (1999) Downloads
Working Paper: Hierarchical Structure in Financial Markets (1998) Downloads
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DOI: 10.1007/s100510050929

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