Network topology of economic sectors

DOI10.1088/1742-5468/2016/09/093401zbMATH Open1456.91132OpenAlexW2510388839MaRDI QIDQ3302828FDOQ3302828

Authors: Maman A. Djauhari, Siew Lee Gan 

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1742-5468/2016/09/093401

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Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Cites Work

• Introduction to Econophysics
• SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS
• Paul Wilmott introduces quantitative finance. With CD-ROM

Cited In (6)

• Mapping the global business cycle network
• Theq-dependent detrended cross-correlation analysis of stock market
• Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis
• Economic networks
• Topological structures in the equities market network
• Dynamic analysis of influential stocks based on conserved networks

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