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Influence of the Time Scale on the Construction of Financial Networks
BACKGROUND: In this paper we investigate the definition and formation of financial networks. Specifically, we study the influence of the time scale on their construction. METHODOLOGY/PRINCIPAL FINDINGS: For our analysis we use correlation-based networks obtained from the daily closing prices of stoc...
| Autores principales: | , |
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| Formato: | Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2010
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2948017/ https://www.ncbi.nlm.nih.gov/pubmed/20949124 http://dx.doi.org/10.1371/journal.pone.0012884 |