Eryiğit, Mehmet; Eryiğit, Resul - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 17, pp. 3551-3562
We report the results of an investigation of the properties of the networks formed by the cross-correlations of the daily and weekly index changes of 143 stock market indices from 59 different countries. Analysis of the asset graphs, minimum spanning trees (MST) and planar maximally filtered...