Dynamic correlation network analysis of financial asset returns with network clustering
Abstract In this study, we propose a novel approach to analyze a dynamic correlation network of highly volatile financial asset returns by using a network clustering algorithm to deal with high dimensionality issues. We analyze the dynamic correlation network of selected Japanese stock returns as an...
Kaydedildi:
| Yazar: | |
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| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
SpringerOpen
2017-05-01
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| Seri Bilgileri: | Applied Network Science |
| Konular: | |
| Online Erişim: | http://link.springer.com/article/10.1007/s41109-017-0031-6 |
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