Degree stability of a minimum spanning tree of price return and volatility (Q1873934): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(6 intermediate revisions by 5 users not shown) | |||
Property / author | |||
Property / author: Rosario Nunzio Mantegna / rank | |||
Property / author | |||
Property / author: Rosario Nunzio Mantegna / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: cond-mat/0212338 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4230831 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: High-frequency cross-correlation in a set of stocks / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3870155 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Introduction to Econophysics / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q2771732 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5289009 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Dynamic asset trees and Black Monday / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3104021470 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 09:23, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Degree stability of a minimum spanning tree of price return and volatility |
scientific article |
Statements
Degree stability of a minimum spanning tree of price return and volatility (English)
0 references
21 May 2003
0 references
time series
0 references
correlation-based clustering procedure
0 references
stock degree
0 references