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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...
Autores principales: | So, Mike K. P., Mak, Anson S. W., Chan, Jacky N. L., Chu, Amanda M. Y. |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Public Library of Science
2023
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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 |
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