Lee, Junghoon; Youn, Janghyuk; Chang, Woojin - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 4, pp. 1354-1360
We examine whether the relationship between market volatility and network properties in the low-frequency level can be applied to the high-frequency level. For the analysis, we use the minimum spanning tree (MST) method constructed from intraday Korean stock market data. The results show that...