Harvard Catalyst Profiles

Contact, publication, and social network information about Harvard faculty and fellows.

Dynamics of market correlations: taxonomy and portfolio analysis.

Dynamics of market correlations: taxonomy and portfolio analysis. Phys Rev E Stat Nonlin Soft Matter Phys. 2003 Nov; 68(5 Pt 2):056110.

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Funded by the NIH National Center for Advancing Translational Sciences through its Clinical and Translational Science Awards Program, grant number UL1TR002541.