Before revision:  The aim of the document is to gather in one place the relevant material that can help the researcher in the field to have a bigger picture, the quantitative researcher to play with this alternative modeling of the financial time series , and the decision maker to leverage the insightsobtained from these methods. We hope that this document will form a basis for implementation of an open toolbox of standard tools to study correlations, hierarchies, networks and clustering in financial markets.
After revision:  The aim of the document is to gather in one place the relevant material that can help the researcher in the field to have a bigger picture, the quantitative researcher to play with this alternative modeling of the financial time series . Decision makers and quantitative researchers may also be able to leverage its insights. Finally, we also hope that this document will form a basis for implementation of an open toolbox of standard tools to study correlations, hierarchies, networks and clustering in financial markets.