Network structures uncertainty for different markets

DOI10.1007/978-3-319-09683-4_10MaRDI QIDQ4562470zbMATH OpenOpenAlexFDO

Authors Valery A. Kalyagin, Petr A. Koldanov, Victor Zamaraev

Publication date 20 December 2018

Published in Network Models in Economics and Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-09683-4_10

zbMATH Keywords

minimum spanning treeconditional riskstatistical uncertaintymarket graphmarket network analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Deterministic network models in operations research (90B10) Microeconomic theory (price theory and economic markets) (91B24)

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Cites work

• Degree stability of a minimum spanning tree of price return and volatility
• Hub Discovery in Partial Correlation Graphs
• Measures of uncertainty in market network analysis
• Mining market data: a network approach
• Simple measure of similarity for the market graph construction
• Statistical analysis of financial networks
• Statistical procedures for the market graph construction

Cited in

(5)

• Market proliferation and the impact of locational complexity on network restructuring
• Instability and network effects in innovative markets
• STRUCTURALLY DYNAMIC SPIN MARKET NETWORKS
• Comparative analysis of the BRIC countries stock markets using network approach
• Measures of uncertainty in market network analysis

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