Influence of the time scale on the construction of financial networks.
BACKGROUND: In this paper we investigate the definition and formation of financial networks. Specifically, we study the influence of the time scale on their construction. METHODOLOGY/PRINCIPAL FINDINGS: For our analysis we use correlation-based networks obtained from the daily closing prices of stoc...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2010-01-01
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| Series: | PLoS ONE |
| Online Access: | http://europepmc.org/articles/PMC2948017?pdf=render |