Fig. 3From: Building a dynamic correlation network for fat-tailed financial asset returnsChanges in the Cosine Distance of the Dynamic Correlation. Note: The solid line represents the cosine distance ν 1·t of the dynamic correlation R t in the left scale; the dotted line represents the cosine distance \(\nu ^{m}_{1\cdot t}\) of the moving window correlation matrix \(\boldsymbol {R}^{m}_{t}\) in the right scale Back to article page