Hierarchical structure in financial markets
نویسندگان
چکیده
منابع مشابه
Hierarchical Structure in Financial Markets
I find a topological arrangement of stocks traded in a financial market which has associated a meaningful economic taxonomy. The topological space is a graph connecting the stocks of the portfolio analyzed. The graph is obtained starting from the matrix of correlation coefficient computed between all pairs of stocks of the portfolio by considering the synchronous time evolution of the differenc...
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ژورنال
عنوان ژورنال: The European Physical Journal B
سال: 1999
ISSN: 1434-6028
DOI: 10.1007/s100510050929