Degree stability of a minimum spanning tree of price return and volatility (Q1873934): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1279196 |
Changed an Item |
||
Property / author | |||
Property / author: Rosario Nunzio Mantegna / rank | |||
Normal rank |
Revision as of 15:11, 28 February 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