Network structure of cross-correlations among the world market indices
Year of publication: |
2009
|
---|---|
Authors: | Eryiğit, Mehmet ; Eryiğit, Resul |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 388.2009, 17, p. 3551-3562
|
Publisher: |
Elsevier |
Subject: | Financial cross-correlations | Minimum spanning tree | Planar maximally filtered graph | World financial markets |
-
Multiscale correlation networks analysis of the US stock market : a wavelet analysis
Wang, Gang-Jin, (2017)
-
CENTRALITY AND PERIPHERALITY IN FILTERED GRAPHS FROM DYNAMICAL FINANCIAL CORRELATIONS
POZZI, F., (2008)
-
Zhuang, Yangyang, (2024)
- More ...
-
Tail distribution of index fluctuations in World markets
Eryiğit, Mehmet, (2009)
-
Cross correlations in an emerging market financial data
Çukur, Sadik, (2007)
-
A Grey Model Study of Forecasting Selected Turkish Macroeconomic Variables
KOTİL, Erdoğan, (2005)
- More ...