Testing hypothesis on degree distribution in the market graph

DOI10.1007/978-3-319-56829-4_15MaRDI QIDQ3133372zbMATH OpenOpenAlexFDO

Authors Petr A. Koldanov, J. D. Larushina

Publication date 14 February 2018

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-56829-4_15

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Programming involving graphs or networks (90C35) Financial applications of other theories (91G80)

Recommendations

• Homogeneity hypothesis testing for degree distribution in the market graph
• How rare are power-law networks really?
• Statistical analysis of financial networks
• Tests of fit for the power-law distribution and some applications to the Mexican stock market index relative changes
• Characteristics of networks in financial markets

Cited in

(2)

• Statistical analysis of financial networks
• Homogeneity hypothesis testing for degree distribution in the market graph

This page was built for publication: Testing hypothesis on degree distribution in the market graph

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3133372)