Loading...

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...

Fuld beskrivelse

Na minha lista:
Bibliografiske detaljer
Main Authors: Emmert-Streib, Frank, Dehmer, Matthias
Format: Artigo
Sprog:Inglês
Udgivet: Public Library of Science 2010
Fag:
Online adgang: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
Tags: Tilføj Tag
Ingen Tags, Vær først til at tagge denne postø!