Vizgunov, A.; Goldengorin, B.; Kalyagin, V.; Koldanov, A.; … - In: Computational Management Science 11 (2014) 1, pp. 45-55
We consider a market graph model of the Russian stock market. To study the peculiarity of the Russian market we construct the market graphs for different time periods from 2007 to 2011. As characteristics of constructed market graphs we use the distribution of correlations, size and structure of...