Graph theoretical representations of equity indices and their centrality measures

Luca F. Di Cerbo, Stephen Taylor

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish (US)
Pages (from-to)523-537
Number of pages15
JournalQuantitative Finance
Volume21
Issue number4
DOIs
StatePublished - 2021

All Science Journal Classification (ASJC) codes

  • Finance
  • Economics, Econometrics and Finance(all)

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