Dynamics of market correlations: Taxonomy and portfolio analysis

J. P. Onnela*, A. Chakraborti, K. Kaski, J. Kertész, A. Kanto

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Fingerprint

Dive into the research topics of 'Dynamics of market correlations: Taxonomy and portfolio analysis'. Together they form a unique fingerprint.

Computer Science

Economics, Econometrics and Finance