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- 1
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- R. Coelho, S. Hutzler, P. Repetowicz and P. Richmond, Sector analysis for a FTSE portfolio of stocks, Physica A 373, 615 (2007)
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- R. Coelho, C. G. Gilmore, B. Lucey, P. Richmond and S. Hutzler, The evolution of interdependence in world equity markets-Evidence from minimum spanning trees, Physica A 376, 455 (2007)
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- J.-P. Onnela, A. Chakraborti, K. Kaski and J. Kertész, Dynamic asset trees and portfolio analysis, Eur. Phys. J. B 30, 285 (2002)
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- J.-P. Onnela, A. Chakraborti, K. Kaski and J. Kertész, Dynamic asset trees and Black Monday, Physica A 324, 247 (2003)
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- H. Situngkir and Y. Surya, On Stock Market Dynamics through Ultrametricity of Minimum Spanning Tree, Technical Report WPH2005 Bandung Fe Institute, Dept. Computational Sociology, Bandung Fe Institute (2005)
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- H. Situngkir and Y. Surya, Tree of Several Asian Currencies, BFI Working Paper No. WPI 2005 (2005)
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- S. Miccichè, G. Bonanno, F. Lillo and R. N. Mantegna, Degree stability of a minimum spanning tree of price return and volatility, Physica A 324, 66 (2003)
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- J.-P. Onnela, K. Kaski and J. Kertész, Clustering and information in correlation based financial networks, Eur. Phys. J. B 38, 353 (2004)
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- P. Richmond, P. Repetowicz, S. Hutzler and R. Coelho Comments on recent studies of the dynamics and distribution of money, Physica A 370, 43 (2006)
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- P. Repetowicz, S. Hutzler and P. Richmond, Dynamics of money and income distributions, Physica A 356, 641 (2005)
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- F. Clementi and M. Gallegati, Power law tails in the Italian personal income distribution, Physica A 350, 427 (2005)
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- T. Di Matteo, T. Aste and S. T. Hyde, Exchanges in complex networks: income and wealth distributions, in The Physics of Complex Systems (New Advances and Perspectives), (eds. F. Mallamace and H. E. Stanley), IOS Press, Amsterdam (2004)
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Ricardo Coelho
2007-05-08