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Influence of the Time Scale on the Construction of Financial Networks

BACKGROUND: In this paper we investigate the definition and formation of financial networks. Specifically, we study the influence of the time scale on their construction. METHODOLOGY/PRINCIPAL FINDINGS: For our analysis we use correlation-based networks obtained from the daily closing prices of stoc...

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Detalhes bibliográficos
Main Authors: Emmert-Streib, Frank, Dehmer, Matthias
Formato: Artigo
Idioma:Inglês
Publicado em: Public Library of Science 2010
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC2948017/
https://ncbi.nlm.nih.gov/pubmed/20949124
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0012884
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