Multiscale correlation networks analysis of the US stock market : a wavelet analysis
Year of publication: |
October 2017
|
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Authors: | Wang, Gang-Jin ; Chi, Xie ; Chen, Shou |
Published in: |
Journal of economic interaction and coordination : JEIC. - Berlin : Springer, ISSN 1860-711X, ZDB-ID 2239073-X. - Vol. 12.2017, 3, p. 561-594
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Subject: | Econophysics | Networks | Stock market | Wavelet analysis | Minimum spanning tree | Planar maximally filtered graph | Aktienmarkt | Zustandsraummodell | State space model | Graphentheorie | Graph theory | Korrelation | Correlation |
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