From: Building a dynamic correlation network for fat-tailed financial asset returns
 | Cosine distance |
---|---|
 | (min - max) |
Transportation equipment | Â |
Dynamic (ν 1·t ) | 0.00 - 12.99 |
Moving Average (\(\nu ^{m}_{1\cdot t}\)) | 0.47 - 5.15 |
Banking | Â |
Dynamic (ν 1·t ) | 0.00 - 21.66 |
Moving Average (\(\nu ^{m}_{1\cdot t}\)) | 0.34 - 4.90 |