Tumminello, M.; Matteo, T. Di; Aste, T.; Mantegna, R. N. - In: The European Physical Journal B - Condensed Matter and … 55 (2007) 2, pp. 209-217
We investigate the planar maximally filtered graphs of the portfolio of the 300 most capitalized stocks traded at the New York Stock Exchange during the time period 2001–2003. Topological properties such as the average length of shortest paths, the betweenness and the degree are computed on...