Dynamic asset trees and Black Monday

Physica A: Statistical Mechanics and its Applications

Volumn 324, Issue 1-2, 2003, Pages 247-252

  Onnela, J P ^a   Chakraborti, A ^a   Kaski, K ^a   Kertesz J ^a,b  

^a AALTO UNIVERSITY   (Finland)

^b BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

Author keywords

Market crash; Minimum spanning tree; Time dependency of stock correlations

Indexed keywords

CORRELATION METHODS; INVESTMENTS; TOPOLOGY; TREES (MATHEMATICS);

MINIMUM SPANNING TREE (MST); ULTRAMETRICITY;

FINANCIAL DATA PROCESSING;

EID: 0037648474     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(02)01882-4     Document Type: Conference Paper

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