Analysis of correlation based networks representing DAX 30 stock price returns
Year of publication: |
April 2016
|
---|---|
Authors: | Birch, Jenna ; Pantelous, Athanasios A. ; Soramäki, Kimmo |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 47.2016, 4, p. 501-525
|
Subject: | MST | PMFG | AG | DAX 30 | Correlation networks | European sovereign-debt crisis | Börsenkurs | Share price | Korrelation | Correlation | Deutschland | Germany | EU-Staaten | EU countries |
-
Tilfani, Oussama, (2020)
-
Correia, Teresa P., (2011)
-
Federspieler, Christian, (1999)
- More ...
-
The maximum number of 3- and 4-cliques within a planar maximally filtered graph
Birch, Jenna, (2015)
-
Causality networks of financial assets
Stavroglou, Stavros K., (2017)
-
Systemic risk in alternative payment system designs
Galos, Peter, (2005)
- More ...