@article{eprints1134,
         journal = {Physical Review E},
       publisher = {American Physical Society},
           title = {Topology of correlation-based minimal spanning trees in real and model markets},
          number = {4},
          author = {Giovanni Bonanno and Guido Caldarelli and Fabrizio Lillo and Rosario Nunzio Mantegna},
            year = {2003},
          volume = {68},
             url = {http://eprints.imtlucca.it/1134/},
        abstract = {We compare the topological properties of the minimal spanning tree obtained from a large group of stocks traded at the New York Stock Exchange during a 12-year trading period with the one obtained from surrogated data simulated by using simple market models. We find that the empirical tree has features of a complex network that cannot be reproduced, even as a first approximation, by a random market model and by the widespread one-factor model.},
        keywords = {PACS: 89.75.Fb, 89.75.Hc, 89.65.Gh
}
}