Correlation structure and evolution of world stock markets : evidence from Pearson and partial correlation-based networks
Year of publication: |
March 2018
|
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Authors: | Wang, Gang-Jin ; Chi, Xie ; Stanley, H. Eugene |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 51.2018, 3, p. 607-635
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Subject: | Stock markets | Correlation structure | Network | Minimum spanning tree | Evolution | Korrelation | Correlation | Aktienmarkt | Stock market | Netzwerk | Graphentheorie | Graph theory | Welt | World | Unternehmensnetzwerk | Business network |
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