Partial correlation analysis: applications for financial markets

Dror Y. Kenett, Xuqing Huang, Irena Vodenska, Shlomo Havlin, H. Eugene Stanley

Research output: Contribution to journalArticlepeer-review

106 Scopus citations
Original languageEnglish
Pages (from-to)569-578
Number of pages10
JournalQuantitative Finance
Issue number4
StatePublished - 3 Apr 2015

Bibliographical note

Funding Information:
We wish to thank ONR (Grant N00014-09-1-0380, Grant N00014-12-1-0548), DTRA (Grant HDTRA-1-10-1-0014, Grant HDTRA-1-09-1-0035), NSF (Grant CMMI 1125290), the European MULTIPLEX (EU-FET project 317532), CONGAS (Grant FP7-ICT-2011-8-317672), FET Open Project FOC 255987 and FOC-INCO 297149, and LINC (no. 289447 funded by the ECs Marie-Curie ITN program) projects, DFG, the Next Generation Infrastructure (Bsik), Bi-national US-Israel Science Foundation (BSF) and the Israel Science Foundation for financial support.

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