Centrality and Peripherality in filtered graphs from Dynamical Financial correlations
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
|Collections||ANU Research Publications|
|Source:||Advances in Complex Systems|
|01_Pozzi_Centrality_and_Peripherality_2008.pdf||320.63 kB||Adobe PDF||Request a copy|
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