STOCK MARKET DIFFERENCES IN CORRELATION-BASED WEIGHTED NETWORK

DOI10.1142/S0129183111016853zbMath1258.91226OpenAlexW2159639024MaRDI QIDQ4911498

Woojin Chang, Janghyuk Youn, Jung-Hoon Lee

Publication date: 15 March 2013

Published in: International Journal of Modern Physics C (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0129183111016853

zbMATH Keywords

market volatilityweighted networksector

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Auctions, bargaining, bidding and selling, and other market models (91B26) Statistical methods; economic indices and measures (91B82)

Cites Work

• Network topology of an experimental futures exchange
• Dynamic asset trees and Black Monday
• TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL
• The geometry of crashes. A measure of the dynamics of stock market crises
• DYNAMICS AND STRUCTURE OF THE MAIN ITALIAN COMPANIES
• SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS

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