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ArticleDynamic asset trees and Black Monday

Jukka-Pekka “JP” Onnela2003

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Articlegreen2003

Dynamic asset trees and Black Monday

Jukka-Pekka “JP” Onnela · Anirban Chakraborti · Kimmo K. Kaski · János Kertész C

304 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Complex Systems and Time Series Analysis Complex Network Analysis Techniques Statistical Mechanics and Entropy

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References

1999Hierarchical structure in financial markets 1999Noise Dressing of Financial Correlation Matrices

Cited by

2011Correlation of financial markets in times of crisis 2011Evolution of worldwide stock markets, correlation structure, and correlation-based graphs 2006The evolution of interdependence in world equity markets—Evidence from minimum spanning trees 2010Topological properties of stock market networks: The case of Brazil 2012Correlation and network analysis of global financial indices 2014Networks in financial markets based on the mutual information rate 2007SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS 2010Correlation structure and dynamics in volatile markets

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Year2003

Typearticle

Published2003-01-17

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations304

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/s0378-4371(02)01882-4

openalex_workW2030210484

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