Graph theoretical representations of equity indices and their centrality measures
Document Type
Article
Publication Date
1-1-2021
Abstract
The time dependent notion of equity market centrality can uncover the influence of the pairwise and risk evolution of securities with respect to system stability.
Identifier
85095724088 (Scopus)
Publication Title
Quantitative Finance
External Full Text Location
https://doi.org/10.1080/14697688.2020.1822539
e-ISSN
14697696
ISSN
14697688
First Page
523
Last Page
537
Issue
4
Volume
21
Grant
19-28231X
Fund Ref
Grantová Agentura České Republiky
Recommended Citation
Di Cerbo, Luca F. and Taylor, Stephen, "Graph theoretical representations of equity indices and their centrality measures" (2021). Faculty Publications. 4460.
https://digitalcommons.njit.edu/fac_pubs/4460
COinS
