Phase synchronization based minimum spanning trees for analysis of financial time series with nonlinear correlations

Title
Phase synchronization based minimum spanning trees for analysis of financial time series with nonlinear correlations
Authors
Keywords
Phase synchronization, Time series, Financial systems, Stock correlation network, Exchange rate networks, Complex networks
Journal
Publisher
Elsevier BV
Online
2015-10-21
DOI
10.1016/j.physa.2015.09.070

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