Pages that link to "Item:Q978862"
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The following pages link to Correlation based networks of equity returns sampled at different time horizons (Q978862):
Displaying 30 items.
- Nested hierarchies in planar graphs (Q411860) (← links)
- Stock data clustering and multiscale trend detection (Q430849) (← links)
- Complex systems: features, similarity and connectivity (Q823211) (← links)
- The use of dynamical networks to detect the hierarchical organization of financial market sectors (Q977572) (← links)
- Bank supervision using the threshold-minimum dominating set (Q1619369) (← links)
- The study of Thai stock market across the 2008 financial crisis (Q1619865) (← links)
- Dynamic evolution of securities market network structure under acute fluctuation circumstances (Q1687425) (← links)
- Analyzing the stock market based on the structure of \textit{kNN} network (Q1755331) (← links)
- The maximum number of 3- and 4-cliques within a planar maximally filtered graph (Q1783249) (← links)
- Fractal structure in the S\&P500: a correlation-based threshold network approach (Q2120707) (← links)
- Dynamic evolution of economic networks under the influence of mergers and divestitures (Q2159090) (← links)
- A clustering-based portfolio strategy incorporating momentum effect and market trend prediction (Q2201385) (← links)
- Applying correlation dimension to the analysis of the evolution of network structure (Q2213631) (← links)
- Structure characteristics of the international stock market complex network in the perspective of whole and part (Q2398798) (← links)
- Simple measure of similarity for the market graph construction (Q2438062) (← links)
- The structure and resilience of financial market networks (Q2787717) (← links)
- Topological structures in the equities market network (Q3066178) (← links)
- TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL (Q3401857) (← links)
- CENTRALITY AND PERIPHERALITY IN FILTERED GRAPHS FROM DYNAMICAL FINANCIAL CORRELATIONS (Q3618896) (← links)
- The Epps effect revisited (Q3650961) (← links)
- Emergence of statistically validated financial intraday lead-lag relationships (Q4619502) (← links)
- Analyzing Crisis in Global Financial Indices (Q4687384) (← links)
- Graph theoretical representations of equity indices and their centrality measures (Q5014184) (← links)
- Macroeconomic and Financial Networks: Review of Some Recent Developments in Parametric and Non-parametric Approaches (Q5022167) (← links)
- A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets (Q5153521) (← links)
- Dynamic analysis of influential stocks based on conserved networks (Q5158870) (← links)
- Bounding robustness in complex networks under topological changes through majorization techniques (Q6112392) (← links)
- Topological regularization with information filtering networks (Q6195440) (← links)
- Structure of persistently prominent stocks in financial dynamics (Q6620190) (← links)
- Signature-based community detection for time series (Q6621409) (← links)
