Statistical analysis of financial networks

Computational Statistics and Data Analysis

Volumn 48, Issue 2, 2005, Pages 431-443

  Boginski, Vladimir ^a   Butenko, Sergiy ^b   Pardalos, Panos M ^a  

^a UNIVERSITY OF FLORIDA   (United States)

^b Texas A M University   (United States)

Author keywords

Classification; Clique; Clustering coefficient; Cross correlation; Data analysis; Degree distribution; Diversified portfolio; Graph theory; Independent set; Market graph; Power law model; Stock price fluctuations

Indexed keywords

CORRELATION METHODS; DATA ACQUISITION; DATA MINING; DATA REDUCTION; GRAPH THEORY; INTERNET; MARKETING; MATHEMATICAL MODELS;

CLASSIFICATION; CLIQUE; CLUSTERING COEFFICIENT; CROSS-CORRELATION; DEGREE DISTRIBUTION; DIVERSIFIED PORTFOLIO; INDEPENDENT SET; MARKET GRAPH; POWER-LAW MODEL; STOCK PRICE FLUCTUATIONS;

STATISTICAL METHODS;

EID: 9844270064     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.02.004     Document Type: Article

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