Maximal spanning trees, asset graphs and random matrix denoising in the analysis of dynamics of financial networks

Title
Maximal spanning trees, asset graphs and random matrix denoising in the analysis of dynamics of financial networks
Authors
Keywords
-
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 388, Issue 2-3, Pages 145-156
Publisher
Elsevier BV
Online
2008-10-15
DOI
10.1016/j.physa.2008.10.007

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