The Multiplex Dependency Structure of Financial Markets

We propose here a multiplex network approach to investigate simultaneously different types of dependency in complex datasets. In particular, we consider multiplex networks made of four layers corresponding, respectively, to linear, nonlinear, tail, and partial correlations among a set of financial t...

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Bibliographic Details
Main Authors: Nicolò Musmeci, Vincenzo Nicosia, Tomaso Aste, Tiziana Di Matteo, Vito Latora
Format: Article
Language:English
Published: Wiley 2017-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2017/9586064
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