Wang, Gang-Jin; Xie, Chi - In: Physica A: Statistical Mechanics and its Applications 424 (2015) C, pp. 176-193
In this paper, we investigate the correlation structure and dynamics of international real estate securities markets by using daily returns of 20 national markets during the period 2006–2012 from a network perspective. We construct the minimum spanning tree (MST), the hierarchical tree (HT),...