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Sector analysis for a FTSE portfolio of stocks
10 references·8 citing·25 second hop
Sector analysis for a FTSE portfolio of stocks (2006)Sector analysis for a FTSE portfolio of s…Networks of equities in financial markets (2004)Networks of equities in finan…Topology of correlation-based minimal spanning trees in real and model markets (2003)Topology of correlation-based…Theory of Financial Risk and Derivative Pricing (2003)Theory of Financial Risk and …Dynamics of market correlations: Taxonomy and portfolio analysis (2003)Dynamics of market correlatio…Dynamic asset trees and Black Monday (2003)Dynamic asset trees and Black…Dynamic asset trees and portfolio analysis (2002)Dynamic asset trees and portf…An Introduction to Econophysics: Correlations and Complexity in Finance (2000)An Introduction to Econophysi…Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Universal and Nonuniversal Pr…Noise Dressing of Financial Correlation Matrices (1999)Noise Dressing of Financial C…Hierarchical structure in financial markets (1999)Hierarchical structure in fin…Topology of the South African stock market network across the 2008 financial crisis (2015)Topology of the South African…Econophysics and Physical Economics (2013)Econophysics and Physical Eco…Will the US economy recover in 2010? A minimal spanning tree study (2011)Will the US economy recover i…Topology of the correlation networks among major currencies using hierarchical structure methods (2010)Topology of the correlation n…Cross-sample entropy of foreign exchange time series (2010)Cross-sample entropy of forei…Correlations in commodity markets (2009)Correlations in commodity mar…Topological properties of stock networks based on minimal spanning tree and random matrix theory in financial time series (2008)Topological properties of sto…An ever-closer union? Examining the evolution of linkages of European equity markets via minimum spanning trees (2008)An ever-closer union? Examini…A network perspective of the stock market (2010)The Economy as an Evolving Complex System II (2018)The Econometrics of Financial Markets (2012)Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021)Modern Portfolio Theory and Investment Analysis. (1982)Introduction to Econophysics (1999)Random matrix approach to cross correlations in financial data (2002)DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2010)Portfolio Selection: Efficient Diversification of Investments (1959)The Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Portfolio Selection: Efficient Diversification of Investments. (1962)The Econometrics of Financial Markets (1997)Complex network-based time series analysis (2007)Institutional Investors and Stock Market Volatility (2006)Correlation, hierarchies, and networks in financial markets (2010)Volatility Is Rough (2018)The evolution of interdependence in world equity markets—Evidence from minimum spanning trees (2006)Correlation of financial markets in times of crisis (2011)Evolution of worldwide stock markets, correlation structure, and correlation-based graphs (2011)Collective behavior of stock price movements in an emerging market (2007)Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective (2012)A tool for filtering information in complex systems (2005)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)
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References

  • 2000An Introduction to Econophysics: Correlations and Complexity in Finance2,342 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
  • 2003Theory of Financial Risk and Derivative Pricing879 cited
  • 2003Dynamics of market correlations: Taxonomy and portfolio analysis767 cited
  • 2003Topology of correlation-based minimal spanning trees in real and model markets453 cited
  • 2004Networks of equities in financial markets403 cited
  • 2003Dynamic asset trees and Black Monday304 cited
  • 2002Dynamic asset trees and portfolio analysis193 cited

Cited by

  • 2010Topology of the correlation networks among major currencies using hierarchical structure methods102 cited
  • 2009Correlations in commodity markets98 cited
  • 2008An ever-closer union? Examining the evolution of linkages of European equity markets via minimum spanning trees81 cited
  • 2010Cross-sample entropy of foreign exchange time series78 cited
  • 2015Topology of the South African stock market network across the 2008 financial crisis

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78 cited
  • 2013Econophysics and Physical Economics76 cited
  • 2008Topological properties of stock networks based on minimal spanning tree and random matrix theory in financial time series74 cited
  • 2011Will the US economy recover in 2010? A minimal spanning tree study63 cited