Graph theoretical representations of equity indices and their centrality measures

Luca F. Di Cerbo and Stephen Taylor

Quantitative Finance, 2021, vol. 21, issue 4, 523-537

Abstract: The time dependent notion of equity market centrality can uncover the influence of the pairwise and risk evolution of securities with respect to system stability

Date: 2021
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DOI: 10.1080/14697688.2020.1822539

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