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Partial correlation analysis: applications for financial markets
Authors:Dror Y. Kenett  Irena Vodenska  Shlomo Havlin  H. Eugene Stanley
Affiliation:1. Center for Polymer Studies and Department of Physics, Boston University, Boston, MA, 02215, USA.dkenett@bu.edu;3. Center for Polymer Studies and Department of Physics, Boston University, Boston, MA, 02215, USA.;4. Administrative Sciences Department, Metropolitan College, Boston University, Boston, MA, 02215, USA.;5. Department of Physics, Bar-Ilan University, Ramat-Gan, 52900, Israel.
Abstract:
Keywords:
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