Výrosta, Tomas; Lyócsa, Štefan; Baumöhl, Eduard - 2018
In this study, we construct financial networks in which nodes are represented by assets and where edges are based on … long-run correlations. We construct four networks (complete graph, a minimum spanning tree, a planar maximally filtered … networks. From a sample of 45 assets (stock market indices, bond and money market instruments, commodities, and foreign …