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Evolution of correlation structure of industrial indices of U.S. equity markets
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References

  • 1904The Proof and Measurement of Association between Two Things8,010 cited
  • 1999Hierarchical structure in financial markets2,073 cited
  • 1999Noise Dressing of Financial Correlation Matrices1,244 cited
  • 1999Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series1,017 cited
  • 2005A tool for filtering information in complex systems902 cited
  • 2010Correlation, hierarchies, and networks in financial markets381 cited
  • 2003Dynamic asset trees and Black Monday304 cited
  • 2011Correlation of financial markets in times of crisis285 cited
  • 2011Evolution of worldwide stock markets, correlation structure, and correlation-based graphs242 cited
  • 2006Correlation based networks of equity returns sampled at different time horizons236 cited
  • 2002Dynamic asset trees and portfolio analysis193 cited
  • 2006The evolution of interdependence in world equity markets—Evidence from minimum spanning trees188 cited
  • 2000Taxonomy of stock market indices167 cited
  • 2007SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS147 cited
  • 2009Network structure of cross-correlations among the world market indices107 cited

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  • 2005Detecting a currency’s dominance or dependence using foreign exchange network trees102 cited
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