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Table 3 Cosine distance of the largest eigenvector

From: Building a dynamic correlation network for fat-tailed financial asset returns

  Cosine distance
  (min - max)
Transportation equipment  
Dynamic (ν t ) 0.00 - 12.99
Moving Average (\(\nu ^{m}_{1\cdot t}\)) 0.47 - 5.15
Banking  
Dynamic (ν t ) 0.00 - 21.66
Moving Average (\(\nu ^{m}_{1\cdot t}\)) 0.34 - 4.90
  1. Note: Cosine distance ν is defined in (14)