Network analysis of a financial market based on genuine correlation and threshold method

Physica A: Statistical Mechanics and its Applications

Volumn 390, Issue 21-22, 2011, Pages 3835-3841

  Namaki, A ^a   Shirazi, A H ^b   Raei, R ^a   Jafari, G R ^c  

^a UNIVERSITY OF TEHRAN   (Iran)

^b TEHRAN UNIVERSITY OF MEDICAL SCIENCES   (Iran)

^c SHAHID BEHESHTI UNIVERSITY   (Iran)

Author keywords

Random Matrix Theory; Stock correlation network; Topological structure

Indexed keywords

COMMERCE; COMPLEX NETWORKS; INVESTMENTS; MATRIX ALGEBRA; RANDOM VARIABLES; RISK MANAGEMENT; TOPOLOGY;

CLUSTERING COEFFICIENT; CORRELATION COEFFICIENT; CORRELATION MATRIX; CORRELATION NETWORK; DOW JONES INDUSTRIAL AVERAGES; RANDOM MATRIX THEORY; TEHRAN STOCK EXCHANGES; TOPOLOGICAL STRUCTURE;

FINANCIAL MARKETS;

EID: 80054950618     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2011.06.033     Document Type: Article

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