Graph theoretical representations of equity indices and their centrality measures
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Cites work
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- Financial Network Systemic Risk Contributions
- scientific article; zbMATH DE number 3473265 (Why is no real title available?)
- scientific article; zbMATH DE number 3244317 (Why is no real title available?)
- scientific article; zbMATH DE number 3340110 (Why is no real title available?)
- On the maximum degree in a random tree
- On the network topology of variance decompositions: measuring the connectedness of financial firms
- Statistical analysis of financial networks
- THE FREQUENCY DISTRIBUTION OF THE PRODUCT-MOMENT CORRELATION COEFFICIENT IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
- Theory of Financial Risk and Derivative Pricing
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- `Too central to fail' firms in bi-layered financial networks: linkages in the US corporate bond and stock markets
- Cluster formation and evolution in networks of financial market indices
- Ranking trees based on global centrality measures
- An early-warning risk signals framework to capture systematic risk in financial markets
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