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Pruning a minimum spanning tree

Published:2012-04 Issue:8 Volume:391 Page:2678-2711
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Sandoval Leonidas

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference72 articles.

1. Hierarchical structure in financial markets;Mantegna;Eur. Phys. J. B,1999

2. High-frequency cross-correlation in a set of stocks;Bonanno;Quant. Finance,2001

3. Degree stability of a minimum spanning tree of price return and volatility;Micchichè;Physica A,2003

4. Dynamic asset trees and Black Monday;Onnela;Physica A,2003

5. An outlook on correlations in stock prices;Chakraborti,2007

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