Spectral analysis of time-dependent market-adjusted return correlation matrix

M. J. Bommarito And A. Duran, "Spectral analysis of time-dependent market-adjusted return correlation matrix," *Physica A: Statistical Mechanics and its Applications* , vol.503, pp.273-282, 2018

Bommarito, M. J. And Duran, A. 2018. Spectral analysis of time-dependent market-adjusted return correlation matrix. *Physica A: Statistical Mechanics and its Applications* , *vol.503* , 273-282.

Bommarito, M. J., & Duran, A., (2018). Spectral analysis of time-dependent market-adjusted return correlation matrix. *Physica A: Statistical Mechanics and its Applications* , vol.503, 273-282.

Bommarito, Michael, And Ahmet Duran. "Spectral analysis of time-dependent market-adjusted return correlation matrix," *Physica A: Statistical Mechanics and its Applications* , vol.503, 273-282, 2018

Bommarito, Michael J. And Duran, Ahmet. "Spectral analysis of time-dependent market-adjusted return correlation matrix." *Physica A: Statistical Mechanics and its Applications* , vol.503, pp.273-282, 2018

Bommarito, M. J. And Duran, A. (2018) . "Spectral analysis of time-dependent market-adjusted return correlation matrix." *Physica A: Statistical Mechanics and its Applications* , vol.503, pp.273-282.

@article{article, author={Michael J. Bommarito And author={Ahmet Duran}, title={Spectral analysis of time-dependent market-adjusted return correlation matrix}, journal={Physica A: Statistical Mechanics and its Applications}, year=2018, pages={273-282} }