Networks of equities in financial markets

Risultato della ricerca: Articlepeer review

237 Citazioni (Scopus)

Abstract

We review the recent approach of correlation based networks of financial equities. We investigate portfolio of stocks at different time horizons, financial indices and volatility time series and we show that meaningful economic information can be extracted from noise dressed correlation matrices. We show that the method can be used to falsify widespread market models by directly comparing the topological properties of networks of real and artificial markets.
Lingua originaleEnglish
pagine (da-a)363-371
Numero di pagine9
RivistaTHE EUROPEAN PHYSICAL JOURNAL. B, CONDENSED MATTER PHYSICS
Volume38
Stato di pubblicazionePublished - 2004

All Science Journal Classification (ASJC) codes

  • Electronic, Optical and Magnetic Materials
  • Condensed Matter Physics

Fingerprint Entra nei temi di ricerca di 'Networks of equities in financial markets'. Insieme formano una fingerprint unica.

Cita questo