| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481113 | Physica A: Statistical Mechanics and its Applications | 2011 | 31 Pages |
Abstract
⺠CY-IN-NC core and BM-EN-HC-TL-UT fringe in minimal spanning trees of Dow Jones US economic sector indices. ⺠Volatility shocks propagate from fringe to core of minimal spanning trees. ⺠Star-like minimal spanning trees during economic growth and chain-like minimal spanning trees during economic crisis. ⺠Emergence of star-like minimal spanning tree indicator for US economic recovery.
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Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Yiting Zhang, Gladys Hui Ting Lee, Jian Cheng Wong, Jun Liang Kok, Manamohan Prusty, Siew Ann Cheong,