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DEPENDENCY NETWORK AND NODE INFLUENCE: APPLICATION TO THE STUDY OF FINANCIAL MARKETS
12 references·2 citing·40 second hop
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References

  • 1999Hierarchical structure in financial markets2,073 cited
  • 2011Research design and statistical analysis1,202 cited
  • 2005A tool for filtering information in complex systems902 cited
  • 2010Correlation, hierarchies, and networks in financial markets381 cited
  • 2010Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market362 cited
  • 2011Correlation of financial markets in times of crisis285 cited
  • 2010Complex dynamics of our economic life on different scales: insights from search engine query data282 cited
  • 2011Evolution of worldwide stock markets, correlation structure, and correlation-based graphs242 cited
  • 2011Switching processes in financial markets152 cited
  • 2007SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS147 cited
  • 2009The Index cohesive effect on stock market correlations97 cited
  • 2011Index Cohesive Force Analysis Reveals That the US Market Became Prone to Systemic Collapses Since 200295 cited

Cited by

  • 2014Structure of local interactions in complex financial dynamics79 cited
  • 2015Structure and dynamics of stock market in times of crisis79 cited

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