Dynamic asset trees and Black Monday (Q1873968): Difference between revisions
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Revision as of 23:32, 18 April 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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