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Network topology of economic sectors

A lot of studies dealing with stock network analysis, where each individual stock is represented by a univariate time series of its closing price, have been published. In these studies, the similarity of two different stocks is quantified using a Pearson correlation coefficient on the logarithmic pr...

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書誌詳細
主要な著者:	Djauhari, M. A., Gan, S. L.
フォーマット:	論文
出版事項:	Institute of Physics Publishing 2016
主題:	QA Mathematics
オンライン･アクセス:	http://eprints.utm.my/id/eprint/72093/ https://www.scopus.com/inward/record.uri?eid=2-s2.0-84988470939&doi=10.1088%2f1742-5468%2f2016%2f09%2f093401&partnerID=40&md5=96e301e3d8a3aaf5e37783ad21c871f3
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