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Graph theoretical representations of equity indices and their centrality measures

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  • Luca F. Di Cerbo
  • Stephen Taylor

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

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  • Luca F. Di Cerbo & Stephen Taylor, 2021. "Graph theoretical representations of equity indices and their centrality measures," Quantitative Finance, Taylor & Francis Journals, vol. 21(4), pages 523-537, April.
    • Handle: RePEc:taf:quantf:v:21:y:2021:i:4:p:523-537
    DOI: 10.1080/14697688.2020.1822539
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    Cited by:

    1. Elena Farahbakhsh Touli & Hoang Nguyen & Olha Bodnar, 2022. "Monitoring the Dynamic Networks of Stock Returns," Papers 2210.16679, arXiv.org.

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