Monitoring the Dynamic Networks of Stock Returns.
Elena Farahbakhsh TouliHoang NguyenOlha BodnarPublished in: CoRR (2022)
Keyphrases
- dynamic networks
- stock returns
- stock market
- cross sectional
- network structure
- network analysis
- panel data
- developed countries
- dynamic behavior
- stock price
- financial time series
- financial markets
- real world networks
- temporal evolution
- early warning
- biological networks
- complex networks
- stock data
- long term
- feature space
- developing countries
- short term
- x ray