Network topology of economic sectors
A lot of studies dealing with stock network analysis, where each individual stock is represented by a univariate time series of its closing price, have been published. In these studies, the similarity of two different stocks is quantified using a Pearson correlation coefficient on the logarithmic pr...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Published: |
Institute of Physics Publishing
2016
|
| Subjects: | |
| Online Access: | http://eprints.utm.my/72093/ http://eprints.utm.my/72093/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|