Financial Influences and Scale-Free Networks
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Publication:3545007
DOI10.1007/11758501_7zbMATH Open1155.91358OpenAlexW1554920070MaRDI QIDQ3545007FDOQ3545007
Authors: Nitin Arora, Babu Narayanan, Samit Paul
Publication date: 9 December 2008
Published in: Computational Science – ICCS 2006 (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/11758501_7
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Cited In (6)
- Characteristics of networks in financial markets
- Statistical analysis of financial networks
- Influence network in the Chinese stock market
- Fluctuation scaling and covariance matrix of constituents' flows on a bipartite graph empirical analysis with high-frequency financial data based on a Poisson mixture model
- Scale-free properties of financial markets
- Emergence of complexity in financial networks
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