Spectral and network methods in the analysis of correlation matrices of stock returns

Physica A: Statistical Mechanics and its Applications

Volumn 383, Issue 1 SPEC. ISS., 2007, Pages 147-151

  Heimo, Tapio ^a   Saramäki, Jari ^a   Onnela, Jukka Pekka ^a,b   Kaski, Kimmo ^a  

^a AALTO UNIVERSITY   (Finland)

^b UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Asset; Complex networks; Correlation; Spectral analysis; Stock

Indexed keywords

ECONOMIC ANALYSIS; EIGENVALUES AND EIGENFUNCTIONS; INFORMATION ANALYSIS; MARKETING; TIME SERIES ANALYSIS; TREES (MATHEMATICS);

ASSET GRAPHS; COMPLEX NETWORKS; CORRELATION MATRICES;

CORRELATION THEORY;

EID: 34347364728     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.04.124     Document Type: Article

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