Computational study of the US stock market evolution: a rank correlation-based network model

DOI10.1007/s10287-012-0160-4zbMath1282.91388OpenAlexW2015975090MaRDI QIDQ2438061

Grigory Pastukhov, Oleg Shirokikh, Sergiy I. Butenko, Vladimir L. Boginski

Publication date: 10 March 2014

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-012-0160-4

zbMATH Keywords

outliersdegree distribution\(k\)-coresmarket graphSpearman rank correlationcohesive clusters

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Applications of graph theory (05C90)

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