Asset Trees and Asset Graphs in Financial Markets
نویسندگان
چکیده
منابع مشابه
Asset-asset interactions and clustering in financial markets
The collective phenomena of a liquid market is characterized in terms of a particle system scenario. This physical analogy enables us to disentangle intrinsic features from purely stochastic ones. The latter are the result of environmental changes due to a ‘heat bath’ acting on the many-asset system, quantitatively described in terms of a time dependent effective temperature. The remaining intr...
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ژورنال
عنوان ژورنال: Physica Scripta
سال: 2003
ISSN: 0031-8949
DOI: 10.1238/physica.topical.106a00048