Weighted network analysis of high-frequency cross-correlation measures

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 75, Issue 3, 2007, Pages

  Iori, Giulia ^a   Precup, Ovidiu V ^b  

^a CITY UNIVERSITY   (United Kingdom)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; MATRIX ALGEBRA; RANDOM PROCESSES; TREES (MATHEMATICS);

CORRELATION MATRICES; RANDOM WEIGHTED NETWORKS; SPANNING TREE REPRESENTATION;

FOURIER ANALYSIS;

EID: 33947623733     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.75.036110     Document Type: Article

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