Vandewalle, N.; Brisbois, F.; Tordoir, X. - In: Quantitative Finance 1 (2001) 3, pp. 372-374
We have analysed the cross correlations of daily fluctuations for [iopmath latex="$N=6358$"] N = 6358 [/iopmath] US stock prices during the year 1999. From those [iopmath latex="$N(N-1)/2$"] N(N-1)/2 [/iopmath] correlation coefficients, the minimum spanning tree (MST) has been built. We have...
