Pages that link to "Item:Q1694154"
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The following pages link to Dynamics of cluster structure in financial correlation matrix (Q1694154):
Displaying 11 items.
- Analysis of dynamic correlation of Japanese stock returns with network clustering (Q1627816) (← links)
- Disturbances and complexity in volatility time series (Q1694527) (← links)
- Fractal structure in the S\&P500: a correlation-based threshold network approach (Q2120707) (← links)
- Equity clusters through the lens of realized semicorrelations (Q2126161) (← links)
- Cluster structure in the correlation coefficient matrix can be characterized by abnormal eigenvalues (Q2148646) (← links)
- Applying correlation dimension to the analysis of the evolution of network structure (Q2213631) (← links)
- Generalized correlation dimension and heterogeneity of network spaces (Q2677475) (← links)
- (Q3534410) (← links)
- Nonparametric dependence modeling via cluster analysis: A financial contagion application (Q5084004) (← links)
- Uncovering the dynamics of correlation structures relative to the collective market motion (Q5857422) (← links)
- A dynamic latent-space model for asset clustering (Q6645246) (← links)