From: Building a dynamic correlation network for fat-tailed financial asset returns
 |  | Eigenvalue |  | 99th percentile | ||
---|---|---|---|---|---|---|
 |  | Largest | Second largest |  | TW | MP |
 |  | (min - max) | (min - max) |  |  |  |
Transportation equipment | Â | Â | Â | Â | Â | |
 | Dynamic (λ 1·t ,λ 2·t ) | 24.28 - 27.17 | 0.97 - 1.40 |  | 1.38 | 1.33 |
 | Moving Average (\(\lambda ^{m}_{1\cdot t}, \lambda ^{m}_{2\cdot t}\)) | 19.97 - 31.39 | 1.32 - 2.67 |  |  |  |
Banking | Â | Â | Â | Â | Â | |
 | Dynamic (λ 1·t ,λ 2·t ) | 31.56 - 35.20 | 1.25 - 1.73 |  | 1.38 | 1.33 |
 | Moving Average (\(\lambda ^{m}_{1\cdot t}, \lambda ^{m}_{2\cdot t}\)) | 25.89 - 39.60 | 0.84 - 2.70 |  |  |  |