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Onnela, J. P., Chakraborti, A., Kaski, K., Kertész, J., & Kanto, A. (2003). Dynamics of Market Correlations: Taxonomy and Portfolio Analysis. Physical Review E—Statistical, Nonlinear, and Soft Matter Physics, 68, 561101-5611012.
https://doi.org/10.1103/PhysRevE.68.056110

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