Dynamics of NYSE correlation structure during global crisis in 2008: evidence from complex network analysis
Stocks market is a complex system. To understand its behavior, random matrix theory and/or graph theory are/is usually used. In this paper, the latter is used to analyze the dynamics of correlations network at New York Stock Exchange (NYSE) during global crisis in 2008. For that purpose, first, corr...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Conference or Workshop Item |
| Published: |
Institute of Electrical and Electronics Engineers Inc.
2016
|
| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/73375/ https://www.scopus.com/inward/record.uri?eid=2-s2.0-84964461849&doi=10.1109%2fICACSIS.2015.7415196&partnerID=40&md5=778e4d718d4dd8a783d01f57db323932 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Teknologi Malaysia |