TY - JOUR
T1 - Graph theoretical representations of equity indices and their centrality measures
AU - Di Cerbo, Luca F.
AU - Taylor, Stephen
N1 - Publisher Copyright:
© 2020 Informa UK Limited, trading as Taylor & Francis Group.
PY - 2021
Y1 - 2021
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=85095724088&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85095724088&partnerID=8YFLogxK
U2 - 10.1080/14697688.2020.1822539
DO - 10.1080/14697688.2020.1822539
M3 - Article
AN - SCOPUS:85095724088
SN - 1469-7688
VL - 21
SP - 523
EP - 537
JO - Quantitative Finance
JF - Quantitative Finance
IS - 4
ER -