Skip navigation
Skip navigation

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


File Description SizeFormat Image
01_Pozzi_Centrality_and_Peripherality_2008.pdf320.63 kBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  12 November 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator