Centrality and Peripherality in filtered graphs from Dynamical Financial correlations
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Pozzi, Francesco
Di Matteo, Tiziana
Aste, Tomaso
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World Scientific Publishing Company
Abstract
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
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Advances in Complex Systems
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2037-12-31
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