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Modeling cross correlations within a many-assets market

H E Roman1, M Albergante, M Colombo

  • 1Dipartimento di Fisica, Università di Milano-Bicocca, Piazza della Scienza 3, 20126 Milan, Italy.

Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
|April 12, 2006
PubMed

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