Unveiling the connectivity structure of financial networks via high-frequency analysis

Physica A: Statistical Mechanics and its Applications

Volumn 388, Issue 18, 2009, Pages 3866-3878

  Materassi, Donatello ^b   Innocenti, Giacomo ^a  

^a UNIVERSITY OF FLORENCE   (Italy)

^b University of Minnesota   (United States)

Author keywords

Econophysics; Multivariate analysis; Stock market analysis; Topology identification

Indexed keywords

FINANCIAL MARKETS; NUMERICAL METHODS;

COMPLEX NETWORKED SYSTEMS; CONNECTIVITY STRUCTURES; ECONOPHYSICSS; HIGH FREQUENCY ANALYSIS; MULTI VARIATE ANALYSIS; NEW YORK STOCK EXCHANGE; STOCK MARKET ANALYSIS; TOPOLOGY IDENTIFICATION;

MULTIVARIANT ANALYSIS;

EID: 67649435871     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2009.06.003     Document Type: Article

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