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Standardized local assortativity in networks and systemic risk in financial markets

The study of assortativity allows us to understand the heterogeneity of networks and the implication of network resilience. While a global measure has been predominantly used to characterize this network feature, there has been little research to suggest a local coefficient to account for the presen...

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Detalles Bibliográficos
Autores principales: So, Mike K. P., Mak, Anson S. W., Chan, Jacky N. L., Chu, Amanda M. Y.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10553260/
https://www.ncbi.nlm.nih.gov/pubmed/37796858
http://dx.doi.org/10.1371/journal.pone.0292327