Nonlinearity in stock networks
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Cited by:
- Dimitar Kitanovski & Igor Mishkovski & Viktor Stojkoski & Miroslav Mirchev, 2024. "Network-based diversification of stock and cryptocurrency portfolios," Papers 2408.11739, arXiv.org.
- Luigi Caputi & Anna Pidnebesna & Jaroslav Hlinka, 2024. "Integral Betti signature confirms the hyperbolic geometry of brain, climate, and financial networks," Papers 2406.15505, arXiv.org.
- Chen, Wei & Qu, Shuai & Jiang, Manrui & Jiang, Cheng, 2021. "The construction of multilayer stock network model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
- Romain Bocher, 2022. "The Intersubjective Markets Hypothesis," Journal of Interdisciplinary Economics, , vol. 34(1), pages 35-50, January.
- Francesca Mariani & Gloria Polinesi & Maria Cristina Recchioni, 2022. "A tail-revisited Markowitz mean-variance approach and a portfolio network centrality," Computational Management Science, Springer, vol. 19(3), pages 425-455, July.
- Ludmila Petkovová & David Hartman & Tomáš Pavelka, 2020. "Problems of Aggregation of Sustainable Development Indicators at the Regional Level," Sustainability, MDPI, vol. 12(17), pages 1-20, September.
- Chun-Xiao Nie & Fu-Tie Song, 2021. "Entropy of Graphs in Financial Markets," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1149-1166, April.
- Huang, Qi-An & Zhao, Jun-Chan & Wu, Xiao-Qun, 2022. "Financial risk propagation between Chinese and American stock markets based on multilayer networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 586(C).
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This paper has been announced in the following NEP Reports:- NEP-RMG-2018-05-07 (Risk Management)
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