Influence of the time scale on the construction of financial networks.

Article English OPEN
Emmert-Streib, Frank; Dehmer, Matthias;
(2010)

BACKGROUND: In this paper we investigate the definition and formation of financial networks. Specifically, we study the influence of the time scale on their construction. METHODOLOGY/PRINCIPAL FINDINGS: For our analysis we use correlation-based networks obtained from th... View more
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