Hierarchies in communities of UK stock market from the perspective of Brexit

DOI10.1080/02664763.2020.1796942OpenAlexW3044215527MaRDI QIDQ5861202

Mehmet Ali Balci, Serdar Can Güzel, Ömer Akgüller

Publication date: 4 March 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2020.1796942

zbMATH Keywords

minimum spanning treecross correlationfinancial networksnetwork communities

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (1)

Editorial to the special issue: Recent statistical methods for data analysis, applied economics, business & finance

Cites Work

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• On the shortest spanning subtree of a graph and the traveling salesman problem
• Statistical analysis of financial networks
• Dynamic asset trees and Black Monday
• Sparsity measure of a network graph: Gini index
• The Laplacian Spectrum of a Graph
• Hierarchies in Communities of Borsa Istanbul Stock Exchange
• On the History of the Minimum Spanning Tree Problem
• Comparing Measures of Sparsity
• Forecasting market states

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