Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks - Wang, Gang-Jin; Xie, Chi; Stanley, H. Eugene (Computational economics, 2018)
Keywords: Behavioral/Experimental Economics; Clusters; Computer Appl. in Social and Behavioral Sciences; Connectors; Correlation analysis; Correlation coefficients; Economic crisis; Economic Theory/Quantitative Economics/Mathematical Methods; Economics; Economics and Finance; Evolution; Graph theory; Markets; Math Applications in Computer Science; Operations Research/Decision Theory; Operators; Securities markets; Stock exchanges; Subgroups; Trees; Variation; United States--US; Evolution; Correlation structure; Stock markets; Network; Minimum spanning tree