Topological properties of stock networks based on minimal spanning tree and random matrix theory in financial time series

Physica A: Statistical Mechanics and its Applications

Volumn 388, Issue 6, 2009, Pages 900-906

  Eom, Cheoljun ^a   Oh, Gabjin ^b   Jung, Woo Sung ^b,c   Jeong, Hawoong ^d   Kim, Seunghwan ^b,e  

^a Pusan National University   (South Korea)

^b Pohang University of Science and Technology (POSTECH)   (South Korea)

^c USA   (United States)

^d Korea Advanced Institute of Science and Technology (KAIST)   (South Korea)

^e Asia Pacific Center for Theoretical Physics (APCTP)   (South Korea)

Author keywords

Minimal spanning tree; Random matrix theory; Stock market

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; FINANCIAL DATA PROCESSING; FINANCIAL MARKETS; INVESTMENTS; MATRIX ALGEBRA; RANDOM VARIABLES;

CORRELATION MATRIX; EIGENVALUES; FINANCIAL TIME SERIES; LARGEST EIGENVALUES; MINIMAL SPANNING TREE; RANDOM MATRIX THEORY; STOCK RETURNS; TOPOLOGICAL PROPERTIES;

TOPOLOGY;

EID: 58149354117     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.12.006     Document Type: Article

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