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Centrality and Peripherality in filtered graphs from Dynamical Financial correlations

Pozzi, Francesco; Di Matteo, Tiziana; Aste, Tomaso


Minimum spanning trees and planar maximally filtered graphs are generated from correlations between the 300 most-capitalized NYSE stocks' daily returns, computed dynamically over moving windows of sizes between 1 and 12 months, in the period from 2001 to

CollectionsANU Research Publications
Date published: 2008
Type: Journal article
Source: Advances in Complex Systems
DOI: 10.1142/S0219525908002021


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