Dynamic asset trees and Black Monday (Q1873968): Difference between revisions
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| Property / author | |||
| Property / author: János Kertész / rank | |||
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| Property / author: János Kertész / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / arXiv ID: cond-mat/0212037 / rank | |||
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| Property / cites work: High-frequency cross-correlation in a set of stocks / rank | |||
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Latest revision as of 15:43, 5 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic asset trees and Black Monday |
scientific article |
Statements
Dynamic asset trees and Black Monday (English)
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21 May 2003
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minimum spanning tree
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stock-return correlation matrix
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topological tree shrinking
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