structure of price interdependencies across stocks. For correct empirical network determination of such dynamic liquidity price … bootstrap procedure. We document the importance of LOB liquidity network spillovers even for a small blue-chip NASDAQ portfolio. …

the concept of 'entrepreneurial city'. A network connectivity model is adopted to assess connectivity patterns, using the …

with relying on market and competitive forcesto provide network services is the nature of supply and demandcharacteristics …

presented a research challenge to network analysis, that is, growth of the network. The present paper offers a network analysis … of the spatial commuting network in Germany. First, we study the spatial evolution of the commuting network over time …. Secondly, we compare two spatial interaction model (SIM) specifications, in order to replicate the actual network structure …

financial econometrics. We propose a Tail Event driven Network Quantile Regression (TENQR) model which addresses these three …) autoregression involving network effects quantified through an adjacency matrix. To reflect the nature and risk content of systemic … thus provides measures for the required level of additional loss absorbency. It is discovered that the network effect, as a …

This paper contributes to model the industry interconnecting structure in a network context. General predictive model … interdependency networks. Empirical results show a denser network with heterogeneous central industries in tail cases. Network … out-of-sample forecast of portfolio returns and network centrality-based trading strategies seem to outperform market …

Many networks such as the Internet have been found to possess scale-free and small-world network properties reflected …-organizing processes and more specifically, preferential attachment. New nodes in a network tend to attach themselves to other vertices …, the diameter of the network is small in comparison to other network structures, and movement through the network is …

investigates - from a methodological viewpoint - the relationship between network connectivity and the rank-size rule (or Zipf …'s law) in an urban-economic network constellation. After a review of the literature, we address in particular the following …-economic network theories (e.g. entropy maximization, spatial interaction theory, etc.); (ii) the nature of the analytical relationship …