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Centrality and Peripherality in filtered graphs from Dynamical Financial correlations

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Date

2008

Authors

Pozzi, Francesco
Di Matteo, Tiziana
Aste, Tomaso

Journal Title

Journal ISSN

Volume Title

Publisher

World Scientific Publishing Company

Abstract

Minimum spanning trees and planar maximally filtered graphs are generated from correlations between the 300 most-capitalized NYSE stocks' daily returns, computed dynamically over moving windows of sizes between 1 and 12 months, in the period from 2001 to

Description

Keywords

Citation

URI

http://hdl.handle.net/1885/51858

Collections

Open Access Research

Source

Advances in Complex Systems

Type

Journal article

Book Title

Entity type

Access Statement

License Rights

DOI

10.1142/S0219525908002021

Restricted until

2037-12-31

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Description
01_Pozzi_Centrality_and_Peripherality_2008.pdf (320.63 KB)

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