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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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| Autori principali: | , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Public Library of Science
2010
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| Soggetti: | |
| Accesso online: | 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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