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Structure and dynamics of stock market in times of crisis
16 references·1 citing·39 second hop
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 2009Power-Law Distributions in Empirical Data8,008 cited
  • 2018Power-law distributions in empirical data6,499 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 1999Hierarchical structure in financial markets2,073 cited
  • 2005A tool for filtering information in complex systems902 cited
  • 2003Topology of correlation-based minimal spanning trees in real and model markets453 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
  • 2009A network analysis of the Chinese stock market315 cited
  • 2003Dynamic asset trees and Black Monday304 cited
  • 2011Principal Components as a Measure of Systemic Risk301 cited
  • 2011Correlation of financial markets in times of crisis285 cited
  • 2011Evolution of worldwide stock markets, correlation structure, and correlation-based graphs242 cited

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  • 2012Quantifying reflexivity in financial markets: Toward a prediction of flash crashes241 cited
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    • 2021Dynamic correlation of market connectivity, risk spillover and abnormal volatility in stock price61 cited