Výrost, 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 … graph, and a threshold significance graph) and use three centrality measures (betweenness, eigenvalue centrality, and the …