You, Tao; Fiedor, Paweł; Hołda, Artur - In: Journal of risk and financial management : JRFM 8 (2015) 2, pp. 266-284
them as complex networks using model-free, nonlinear dependency measures based on information theory. This study is the … not structurally risky, contradicting this popular opinion. We use partial mutual information to create filtered networks … representing the Shanghai stock exchange, comparing them to networks based on Pearson’s correlation. Consequently, we discuss the …