Measures of uncertainty in market network analysis-Reference-Cited by-同舟云学术

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Measures of uncertainty in market network analysis

Published:2014-11 Issue: Volume:413 Page:59-70
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:

Kalyagin V.A.^ORCID,Koldanov A.P.^ORCID,Koldanov P.A.^ORCID,Pardalos P.M.,Zamaraev V.A.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference26 articles.

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

2. A tool for filtering information in complex systems;Tumminello;Proc. Natl. Acad. Sci. USA,2005

3. Networks of equities in financial markets;Bonanno;Eur. Phys. J. B,2004

4. Statistical analysis of financial networks;Boginski;Comput. Statist. Data Anal.,2005

5. Introduction to Econophysics: Correlations and Complexity in Finance;Mantegna,2000

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