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