Pages that link to "Item:Q3618896"
From MaRDI portal
The following pages link to CENTRALITY AND PERIPHERALITY IN FILTERED GRAPHS FROM DYNAMICAL FINANCIAL CORRELATIONS (Q3618896):
Displaying 5 items.
- Disentangling bipartite and core-periphery structure in financial networks (Q508321) (← links)
- The multiplex dependency structure of financial markets (Q1674860) (← links)
- A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116) (← links)
- TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL (Q3401857) (← links)
- Shareholding Networks and Centrality: An Application to the Italian Financial Market (Q3606087) (← links)