Statistical Procedures for Stock Markets Network Structures Identification
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Cited by:
- Koldanov, A. & Koldanov, P. & Semenov, D., 2021. "Confidence set for connected stocks of stock market," Journal of the New Economic Association, New Economic Association, vol. 50(2), pages 12-34.
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More about this item
Keywords
financial market; network (graphical) model; network structure; Pearson correlation; probability of sign coincidence;All these keywords.
JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
Statistics
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