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Dynamic asset trees and Black Monday

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References

1999Hierarchical structure in financial markets2,073 cited
1999Noise Dressing of Financial Correlation Matrices1,244 cited

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2014Structure of a Global Network of Financial Companies Based on Transfer Entropy139 cited
2016Ricci curvature: An economic indicator for market fragility and systemic risk134 cited

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2003Degree stability of a minimum spanning tree of price return and volatility127 cited

2017The Multiplex Dependency Structure of Financial Markets120 cited

2002Degree stability of a minimum spanning tree of price return and volatility119 cited

2012The structure and resilience of financial market networks110 cited