@article{b39e3130c2f149cab7aa2cfbbae3a473,
title = "Graph theoretical representations of equity indices and their centrality measures",
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.",
author = "{Di Cerbo}, {Luca F.} and Stephen Taylor",
note = "Funding Information: The second author was partially sponsored by the Grant Agency of the Czech Republic, grant 19-28231X. During the preparation of this work, the second named author visited the University of Florida at Gainesville on two occasions. He thanks this institution for its hospitality and support. Both authors appreciate the comments and recommendations of the two anonymous referees that greatly improved the content and exposition of this article. Publisher Copyright: {\textcopyright} 2020 Informa UK Limited, trading as Taylor & Francis Group.",
year = "2021",
doi = "10.1080/14697688.2020.1822539",
language = "English (US)",
volume = "21",
pages = "523--537",
journal = "Quantitative Finance",
issn = "1469-7688",
publisher = "Routledge",
number = "4",
}