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Dynamic correlation network analysis of financial asset returns with network clustering
In this study, we propose a novel approach to analyze a dynamic correlation network of highly volatile financial asset returns by using a network clustering algorithm to deal with high dimensionality issues. We analyze the dynamic correlation network of selected Japanese stock returns as an empirica...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer International Publishing
2017
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6214240/ https://www.ncbi.nlm.nih.gov/pubmed/30443563 http://dx.doi.org/10.1007/s41109-017-0031-6 |