Degree stability of a minimum spanning tree of price return and volatility

Physica A: Statistical Mechanics and its Applications

Volumn 324, Issue 1-2, 2003, Pages 66-73

  Miccichè, Salvatore ^a,b   Bonanno, Giovanni ^a,b   Lillo, Fabrizio ^a   Mantegna, Rosario N ^a,b  

^a INFM   (Italy)

^b UNIVERSITY OF PALERMO   (Italy)

Author keywords

Correlation based clustering; Econophysics; Volatility

Indexed keywords

APPROXIMATION THEORY; CORRELATION METHODS; TREES (MATHEMATICS);

ECONOPHYSICS;

ECONOMIC AND SOCIAL EFFECTS;

EID: 0037562872     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(03)00002-5     Document Type: Conference Paper

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