Dynamics of cluster structure in financial correlation matrix
type: Item
instance of: scholarly article
title: Dynamics of cluster structure in financial correlation matrix
zbMATH Open document ID: 1380.91142
author: Chun-Xiao Nie
published in: Chaos, Solitons and Fractals
publication date: 2018-02-01T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6833352
zbMATH Keywords: correlation dimension
zbMATH Keywords: cluster algorithm
zbMATH Keywords: financial network
zbMATH Keywords: financial crisis
zbMATH Keywords: correlation coefficient matrix
describes a project that uses: Dowd
MaRDI profile type: Publication
full work available at URL: j.chaos.2017.05.039
OpenAlex ID: W2621294541
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DOI: 10.1016/J.CHAOS.2017.05.039
description: scientific article; zbMATH DE number 6833352