Sector Neutral Portfolios: Long Memory Motifs Persistence in Market Structure Dynamics
Abstract
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Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1007/978-3-030-36683-4_46
Publication URI: http://dx.doi.org/10.1007/978-3-030-36683-4_46
Type: Book Chapter
Book Title: Complex Networks and Their Applications VIII - Volume 2 Proceedings of the Eighth International Conference on Complex Networks and Their Applications COMPLEX NETWORKS 2019 (2020)
Page Reference: 573-585