{
  "id": "BommaritoII2018SpectralAnalysisOfTimeDependent",
  "type": "article-journal",
  "title": "Spectral analysis of time-dependent market-adjusted return correlation matrix",
  "author": [
    {
      "family": "Bommarito II",
      "given": "M. J."
    },
    {
      "family": "Duran",
      "given": "A."
    }
  ],
  "issued": {
    "date-parts": [
      [
        2018
      ]
    ]
  },
  "container-title": "Physica A: Statistical Mechanics and its Applications",
  "URL": "https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1672897",
  "keyword": "",
  "status": "published"
}