SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns · Study

ArticleShelves

ArticleAnalysis of Correlation Based Networks Representing DAX 30 Stock Price Returns

Jenna Birch2015

Article2015

Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns

Jenna Birch · Athanasios A. Pantelous · Kimmo Soramäki

71 citations·0/0 files stored·Computational Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Complex Systems and Time Series Analysis Complex Network Analysis Techniques Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 71 citations exist upstream.

References

2000Financial Contagion 1999Hierarchical structure in financial markets 1999Noise Dressing of Financial Correlation Matrices 2000Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade?2005A tool for filtering information in complex systems 1998Financial Contagion Journal of Political Economy 2007A network analysis of the Italian overnight money market 2004Networks of equities in financial markets

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2018Empirical Analyses of Networks in Financechapter · 10 shared references 2010Topology of the correlation networks among major currencies using hierarchical structure methodsarticle · 8 shared references 2014Structure of a Global Network of Financial Companies Based on Transfer Entropyarticle · 7 shared references 2012Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning treearticle · 7 shared references 2013Statistical Properties of the Foreign Exchange Network at Different Time Scales: Evidence from Detrended Cross-Correlation Coefficient and Minimum Spanning Treearticle · 7 shared references 2016Multiscale correlation networks analysis of the US stock market: a wavelet analysisarticle · 7 shared references

Details

Year2015

Typearticle

Published2015-01-23

VenueComputational Economics

ISSN-L0927-7099

Languageen

Citations71

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

Identifiers

doi10.1007/s10614-015-9481-z

openalex_workW2108209281

Links

Imported from OpenAlex (CC0) — nothing here is generated.