Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market

What are the dominant stocks which drive the correlations present among stocks traded in a stock market? Can a correlation analysis provide an answer to this question? In the past, correlation based networks have been proposed as a tool to uncover the underlying backbone of the market. Correlation b...

Descripción completa

Detalles Bibliográficos
Autores principales: Kenett, Dror Y., Tumminello, Michele, Madi, Asaf, Gur-Gershgoren, Gitit, Mantegna, Rosario N., Ben-Jacob, Eshel
Formato: Texto
Lenguaje:English
Publicado: Public Library of Science 2010
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3004792/
https://www.ncbi.nlm.nih.gov/pubmed/21188140
http://dx.doi.org/10.1371/journal.pone.0015032

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3004792/
https://www.ncbi.nlm.nih.gov/pubmed/21188140
http://dx.doi.org/10.1371/journal.pone.0015032

Ejemplares similares