Graph theoretical representations of equity indices and their centrality measures

DOI10.1080/14697688.2020.1822539zbMath1476.91180OpenAlexW2995323895MaRDI QIDQ5014184

No author found.

Publication date: 1 December 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2020.1822539

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (2)

‘Too central to fail’ firms in bi-layered financial networks: linkages in the US corporate bond and stock markets ⋮ Ranking trees based on global centrality measures

Uses Software

• CVX

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Computing the nearest correlation matrix--a problem from finance
• Cleaning large correlation matrices: tools from random matrix theory
• Statistical analysis of financial networks
• Correlation based networks of equity returns sampled at different time horizons
• On the network topology of variance decompositions: measuring the connectedness of financial firms
• On the maximum degree in a random tree
• Theory of Financial Risk and Derivative Pricing
• Financial Network Systemic Risk Contributions
• THE FREQUENCY DISTRIBUTION OF THE PRODUCT-MOMENT CORRELATION COEFFICIENT IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES

This page was built for publication: Graph theoretical representations of equity indices and their centrality measures