Spectral properties of correlation matrices for some hierarchically nested factor models

AIP Conference Proceedings

Volumn 965, Issue , 2007, Pages 300-307

  Tumminello, Michele ^a,b   Lillo, Fabrizio ^a,b   Mantegna, Rosario N ^a,b  

^a UNIVERSITY OF PALERMO   (Italy)

^b INFM   (Italy)

Author keywords

Complex systems; Correlation analysis; Hierarchical clustering; Multivariate analysis

Indexed keywords

EID: 72349100047     PISSN: 0094243X     EISSN: 15517616     Source Type: Conference Proceeding    
DOI: 10.1063/1.2828748     Document Type: Conference Paper

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