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Cited 25 time in webofscience Cited 26 time in scopus
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Deterministic factors of stock networks based on cross-correlation in financial market

Title
Deterministic factors of stock networks based on cross-correlation in financial market
Authors
Eom, COh, GKim, S
POSTECH Authors
Kim, S
Date Issued
Jan-2007
Publisher
ELSEVIER SCIENCE BV
Keywords
stock network; minimal spanning tree; multi-factor model; econophysics; RISK; GROUPINGS; PORTFOLIO
URI
http://oasis.postech.ac.kr/handle/2014.oak/23238
DOI
10.1016/J.PHYSA.2007.04.102
ISSN
0378-4371
Article Type
Article
Citation
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, vol. 383, no. 1, page. 139 - 146, 2007-01
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 KIM, SEUNGHWAN
Dept of Physics
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