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Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market

What are the dominant stocks which drive the correlations present among stocks traded in a stock market? Can a correlation analysis provide an answer to this question? In the past, correlation based networks have been proposed as a tool to uncover the underlying backbone of the market. Correlation b...

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Библиографические подробности
Главные авторы: Kenett, Dror Y., Tumminello, Michele, Madi, Asaf, Gur-Gershgoren, Gitit, Mantegna, Rosario N., Ben-Jacob, Eshel
Формат: Artigo
Язык:Inglês
Опубликовано: Public Library of Science 2010
Предметы:
Online-ссылка:https://ncbi.nlm.nih.gov/pmc/articles/PMC3004792/
https://ncbi.nlm.nih.gov/pubmed/21188140
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0015032
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