Robustness of Sign Correlation in Market Network Analysis (Q4562466)
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scientific article; zbMATH DE number 6996389
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of Sign Correlation in Market Network Analysis |
scientific article; zbMATH DE number 6996389 |
Statements
Robustness of Sign Correlation in Market Network Analysis (English)
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20 December 2018
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Pearson correlation
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minimum span tree
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sample sign
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heavy tail
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mixture distribution
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