Correlation and network analysis of global financial indices

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

Volumn 86, Issue 2, 2012, Pages

  Kumar, Sunil ^a,b   Deo, Nivedita ^a  

^a UNIVERSITY OF DELHI   (India)

^b UNIVERSITY OF DELHI   (India)

Author keywords

[No Author keywords available]

Indexed keywords

AVERAGE LINKAGE; CHAIN-LIKE; CLUSTER STRUCTURE; CORRELATION COEFFICIENT; FINANCIAL CRISIS; FINANCIAL INDEX; GERMANY; HIERARCHICAL CLUSTERING ALGORITHMS; MINIMUM SPANNING TREES; NETWORK METHODS; NETWORK PROPERTIES; RANDOM MATRIX THEORY; SECOND LARGEST EIGENVALUE; UNITED KINGDOM;

EIGENVALUES AND EIGENFUNCTIONS; RANDOM VARIABLES; SEPARATION;

FINANCE;

EID: 84864633018     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.86.026101     Document Type: Article

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