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Correlation, hierarchies, and networks in financial markets

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2013Spread of risk across financial markets: better to invest in the peripheries210 cited
2015Partial correlation analysis: applications for financial markets190 cited
2010Topological properties of stock market networks: The case of Brazil

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157 cited

2014Networks in financial markets based on the mutual information rate150 cited

2021A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets139 cited

2016Hierarchical Clustering Based Asset Allocation128 cited

2013Stock network stability in times of crisis105 cited

2010Topology of the correlation networks among major currencies using hierarchical structure methods102 cited

2014Systemic risk and spatiotemporal dynamics of the US housing market98 cited

2013Statistical Properties of the Foreign Exchange Network at Different Time Scales: Evidence from Detrended Cross-Correlation Coefficient and Minimum Spanning Tree92 cited

2018Development of stock correlation networks using mutual information and financial big data91 cited

2016Multiscale correlation networks analysis of the US stock market: a wavelet analysis90 cited

2018Can we have a general theory of financial innovation processes? A conceptual review89 cited