@misc{marti2017review,
  title={A review of two decades of correlations, hierarchies, networks and clustering in financial markets},
  author={Gautier Marti and Frank Nielsen and Mikołaj Bińkowski and Philippe Donnat},
  year={2017},
  eprint={1703.00485},
  archivePrefix={arXiv},
  primaryClass={q-fin.ST},
  doi={10.1007/978-3-030-65459-7},
  url={https://arxiv.org/abs/1703.00485}
}