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Statistical analysis of financial networks

descriptionPublicationkeyboard_double_arrow_right Article 01 Feb 2005 United States English Publisher:Elsevier BVJournal:Computational Statistics & Data Analysis, volume 48, pages 431-443 (issn: 0167-9473, Copyright policy )
Authors: Department of Industrial and Systems Engineering, University of Florida Weil Hall, Gainesville, FL 32611, USA ( host institution ); Boginski, Vladimir ( author ); Butenko, Sergiy ( author ); Pardalos, Panos M. ( author );

doi: 10.1016/j.csda.2004.02.004

Statistical analysis of financial networks

Abstract

zbMATH Open Web Interface contents unavailable due to conflicting licenses.

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United States
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Keywords

Applications of statistics to actuarial sciences and financial mathematics, clique, Clique, graph theory, Cross-correlation, Independent set, data analysis, Data analysis, Market graph, stock price fluctuations, Clustering coefficient, Financial networks (including contagion, systemic risk, regulation), Stock price fluctuations, market graph, power-law model, clustering coefficient, Diversified portfolio, Power-law model, cross-correlation, Classification, degree distribution, diversified portfolio, Graph theory, independent set, classification, Degree distribution

  • BIP!
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    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 335
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Top 1%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Top 1%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Top 10%
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
335
Top 1%
Top 1%
Top 10%
Green