Networks of equities in financial markets
暂无分享,去创建一个
[1] Thorsten Rheinländer. Risk Management: Value at Risk and Beyond , 2003 .
[2] K. Kaski,et al. Asset Trees and Asset Graphs in Financial Markets , 2003, cond-mat/0303579.
[3] K. Kaski,et al. Dynamics of market correlations: taxonomy and portfolio analysis. , 2003, Physical review. E, Statistical, nonlinear, and soft matter physics.
[4] F. Lillo,et al. Degree stability of a minimum spanning tree of price return and volatility , 2002, cond-mat/0212338.
[5] K. Kaski,et al. Dynamic asset trees and Black Monday , 2002, cond-mat/0212037.
[6] F. Lillo,et al. Topology of correlation-based minimal spanning trees in real and model markets. , 2002, Physical review. E, Statistical, nonlinear, and soft matter physics.
[7] K. Kaski,et al. Dynamic asset trees and portfolio analysis , 2002, cond-mat/0208131.
[8] M. Marsili. Dissecting financial markets: sectors and states , 2002, cond-mat/0207156.
[9] K. Kaski,et al. Time-dependent cross-correlations between different stock returns: a directed network of influence. , 2002, Physical review. E, Statistical, nonlinear, and soft matter physics.
[10] S H Strogatz,et al. Random graph models of social networks , 2002, Proceedings of the National Academy of Sciences of the United States of America.
[11] R Pastor-Satorras,et al. Dynamical and correlation properties of the internet. , 2001, Physical review letters.
[12] Nicolas Vandewalle,et al. Non-random topology of stock markets , 2001 .
[13] F. Lillo,et al. High-frequency cross-correlation in a set of stocks , 2000, cond-mat/0009350.
[14] G. Caldarelli,et al. The fractal properties of Internet , 2000, cond-mat/0009178.
[15] M. Marsili,et al. Data clustering and noise undressing of correlation matrices. , 2000, Physical review. E, Statistical, nonlinear, and soft matter physics.
[16] R. Mantegna,et al. Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions , 2000, cond-mat/0002238.
[17] Albert-László Barabási,et al. Internet: Diameter of the World-Wide Web , 1999, Nature.
[18] V. Plerou,et al. Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series , 1999, cond-mat/9902283.
[19] J. Bouchaud,et al. Noise Dressing of Financial Correlation Matrices , 1998, cond-mat/9810255.
[20] Duncan J. Watts,et al. Collective dynamics of ‘small-world’ networks , 1998, Nature.
[21] R. Mantegna. Hierarchical structure in financial markets , 1998, cond-mat/9802256.
[22] A. Lo,et al. THE ECONOMETRICS OF FINANCIAL MARKETS , 1996, Macroeconomic Dynamics.
[23] R. Engle,et al. Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility , 1994 .
[24] G. Toulouse,et al. Ultrametricity for physicists , 1986 .
[25] O. Maurice Joy,et al. Comovement of International Equity Markets: A Taxonomic Approach , 1976, Journal of Financial and Quantitative Analysis.
[26] Mario Osvin Pavčević,et al. Introduction to graph theory , 1973, The Mathematical Gazette.
[27] J. Gower. Some distance properties of latent root and vector methods used in multivariate analysis , 1966 .
[28] J. P. Quirk. Portfolio Selection: Efficient Diversification of Investments. Harry M. Markowitz , 1962 .
[29] Harry M. Markowitz,et al. Portfolio Selection: Efficient Diversification of Investments , 1959 .
[30] K. Pearson. Biometrika , 1902, The American Naturalist.
[31] P. Domokos,et al. Efficient loading and cooling in a dynamic optical evanescent-wave microtrap , 2001, quant-ph/0102013.
[32] A. Andrew,et al. Emergence of Scaling in Random Networks , 1999 .
[33] Rosario N. Mantegna,et al. An Introduction to Econophysics: Correlations and Complexity in Finance , 1999 .
[34] M. Mézard,et al. Spin Glass Theory and Beyond , 1987 .
[35] E. Elton. Modern portfolio theory and investment analysis , 1981 .
[36] Edwin J. Elton,et al. Improved Forecasting Through the Design of Homogeneous Groups , 1971 .
[37] N. L. Johnson,et al. Multivariate Analysis , 1958, Nature.
[38] Journal of business , 2022 .