Bootstrap validation of links of a minimum spanning tree
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DOI: 10.1016/j.physa.2018.08.020
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References listed on IDEAS
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Cited by:
- Celani, Alessandro & Cerchiello, Paola & Pagnottoni, Paolo, 2024. "The topological structure of panel variance decomposition networks," Journal of Financial Stability, Elsevier, vol. 71(C).
- Jeremy Turiel & Tomaso Aste, 2019. "Sector Neutral Portfolios: Long memory motifs persistence in market structure dynamics," Papers 1910.08628, arXiv.org, revised Feb 2021.
- Tristan Millington & Mahesan Niranjan, 2020. "Construction of Minimum Spanning Trees from Financial Returns using Rank Correlation," Papers 2005.03963, arXiv.org, revised Nov 2020.
- Millington, Tristan & Niranjan, Mahesan, 2021. "Construction of minimum spanning trees from financial returns using rank correlation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 566(C).
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Keywords
Minimum spanning tree; Bootstrap; Planar maximally filtered graph; Information filtering; Proximity based networks; Random matrix theory;All these keywords.
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