@article{BommaritoII2018SpectralAnalysisOfTimeDependent,
  author = {Bommarito II, M. J. and Duran, A.},
  title = {Spectral analysis of time-dependent market-adjusted return correlation matrix},
  journal = {Physica A: Statistical Mechanics and its Applications},
  year = {2018},
  url = {https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1672897}
}