Interplay between past market correlation structure changes and future volatility outbursts
Crossref DOI link: https://doi.org/10.1038/srep36320
Published Online: 2016-11-18
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Musmeci, Nicoló
Aste, Tomaso
Di Matteo, T.
Text and Data Mining valid from 2016-11-18
Version of Record valid from 2016-11-18
Article History
Received: 31 May 2016
Accepted: 12 October 2016
First Online: 18 November 2016
Competing interests
: The authors declare no competing financial interests.