Non-random topology of stock markets

Quantitative Finance

Volumn 1, Issue 3, 2001, Pages 372-374

  Vandewalle, N ^a   Brisbois, F ^a   Tordoir, X ^a  

^a UNIVERSITY OF LIÈGE   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85023996144     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1088/1469-7688/1/3/308     Document Type: Article

References (6)

1. Mantegna R N 1999 Hierarchical structure in financial markets Eur. Phys. J. B 11 193-7
2. Mantegna R N and Stanley H E 1999 An Introduction to Econophysics: Correlations and Complexity in Finance (cambridge: cambridge university Press)
3. Mézard M, Parisi G and Virasoro M A 1987 Spin Glass Theory and Beyond (Singapore: World Scientific)
4. Rivier N 1985 Statistical crystallography, structure of random cellular networks Phil. Mag. B52 795-819
5. Papadimitriou C H and Steiglitz K 1982 Combinatorial Optimization (Englewood Cliffs, NJ: Prentice-Hall)
6. Bak P, Tang C and Wiesenfeld K 1987 Self-organized criticality: an explanation of 1/f noise Phys. Rev. Lett. 59 381-4